Pages that link to "Item:Q5132232"

The following pages link to Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232):

Displaying 20 items.

• Computing Lyapunov functions using deep neural networks (Q2043422) (← links)
• Approximate value adjustments for European claims (Q2116937) (← links)
• DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
• A theoretical analysis of deep neural networks and parametric PDEs (Q2117329) (← links)
• Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (Q4997370) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569) (← links)
• SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems (Q5058288) (← links)
• Full error analysis for the training of deep neural networks (Q5083408) (← links)
• Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
• A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
• Deep learning methods for partial differential equations and related parameter identification problems (Q6070739) (← 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)
• Neural network approximation and estimation of classifiers with classification boundary in a Barron class (Q6165247) (← links)
• Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)