Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control
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Publication:6527993
arXiv2403.18552MaRDI QIDQ6527993FDOQ6527993
Authors: Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee 
Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Optimal stochastic control (93E20)
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