Pages that link to "Item:Q4960067"
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The following pages link to Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067):
Displaying 50 items.
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures (Q783094) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- Computing Lyapunov functions using deep neural networks (Q2043422) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)
- APFOS-Net: asymptotic preserving scheme for anisotropic elliptic equations with deep neural network (Q2133559) (← links)
- On quadrature rules for solving partial differential equations using neural networks (Q2138756) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- Extensions of the deep Galerkin method (Q2148058) (← links)
- DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
- Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
- A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula (Q5047111) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Deep learning methods for partial differential equations and related parameter identification problems (Q6070739) (← links)
- Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees (Q6072375) (← links)
- Pathwise CVA regressions with oversimulated defaults (Q6078661) (← links)
- Neural networks for first order HJB equations and application to front propagation with obstacle terms (Q6087416) (← links)
- The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods (Q6112485) (← links)
- A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174) (← links)
- Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987) (← links)
- Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
