Convergence of the deep BSDE method for coupled FBSDEs (Q2223111)
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scientific article; zbMATH DE number 7302956
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Convergence of the deep BSDE method for coupled FBSDEs |
scientific article; zbMATH DE number 7302956 |
Statements
Convergence of the deep BSDE method for coupled FBSDEs (English)
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28 January 2021
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forward-backward SDE
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weakly coupled condition
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deep learning
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high dimension
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numerics
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0.91434645652771
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0.8430829048156738
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0.8394384384155273
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0.8263599872589111
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0.8057346940040588
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