Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106)

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Gradient convergence of deep learning-based numerical methods for BSDEs
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    Gradient convergence of deep learning-based numerical methods for BSDEs (English)
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    4 August 2021
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    PDEs
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    BSDEs
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    deep learning
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    nonconvex stochastic programming
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    convergence result
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