Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (Q2671654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients |
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Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (English)
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3 June 2022
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forward-backward SDEs
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deep neural networks
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stochastic control
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