Deep learning scheme for forward utilities using ergodic BSDEs
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Publication:6586869
DOI10.3934/PUQR.2024009zbMATH Open1542.60037MaRDI QIDQ6586869FDOQ6586869
Authors: Guillaume Broux-Quemerais, Sarah Kaakaï, Anis Matoussi, Wissal Sabbagh 
Publication date: 13 August 2024
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
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