A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs (Q6190826)
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scientific article; zbMATH DE number 7800831
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| English | A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs |
scientific article; zbMATH DE number 7800831 |
Statements
A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs (English)
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6 February 2024
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BSDEs
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sparse grids
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Picard approximations
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SGD algorithm
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