Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Deep learning scheme for forward utilities using ergodic BSDEs |
scientific article; zbMATH DE number 7896279
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deep learning scheme for forward utilities using ergodic BSDEs |
scientific article; zbMATH DE number 7896279 |
Statements
Deep learning scheme for forward utilities using ergodic BSDEs (English)
0 references
13 August 2024
0 references
deep leaming scheme
0 references
forward utilities
0 references
ergodic BSDEs
0 references
Markovian solution
0 references
deep learning algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0.7607548832893372
0 references
0.7511695027351379
0 references
0.7463188767433167
0 references
0.7458227872848511
0 references
