Pages that link to "Item:Q4960067"

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)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations (Q4997370) (← links)
• Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
• XVA analysis from the balance sheet (Q5014178) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399) (← links)
• (Q5043153) (← links)
• Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula (Q5047111) (← links)
• Learning a functional control for high-frequency finance (Q5051970) (← links)
• SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems (Q5058288) (← links)
• Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
• Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
• Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← 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)