Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314)

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scientific article; zbMATH DE number 7578910
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    Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations
    scientific article; zbMATH DE number 7578910

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      Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (English)
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      31 August 2022
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      high-dimensional PDEs
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      forward-backward stochastic differential equations
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      neural network
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      temporal-difference learning
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