Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067)
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scientific article; zbMATH DE number 7188531
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| English | Deep backward schemes for high-dimensional nonlinear PDEs |
scientific article; zbMATH DE number 7188531 |
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Deep backward schemes for high-dimensional nonlinear PDEs (English)
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8 April 2020
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deep neural networks
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nonlinear PDEs in high dimension
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optimal stopping problem
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backward stochastic differential equations
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