Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (Q2157396)

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scientific article; zbMATH DE number 7565021
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    Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning
    scientific article; zbMATH DE number 7565021

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      Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (English)
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      28 July 2022
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      Feynman-Kac formula
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      Monte Carlo
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      temporal difference learning
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      Brownian motion
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      elliptic equation
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