SOC-MartNet: a martingale neural network for the Hamilton-Jacobi-Bellman equation without explicit _u UH in stochastic optimal controls
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Cites work
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Cited in
(3)- MscaleFNO: multi-scale Fourier neural operator learning for oscillatory functions and wave scattering problems
- Deep random difference method for high-dimensional quasilinear parabolic partial differential equations
- DeepMartNet: a martingale-based deep neural network learning method for Dirichlet BVPs and eigenvalue problems of elliptic PDEs in \(\mathbb{R}^d\)
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