Pages that link to "Item:Q2022970"
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The following pages link to Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970):
Displayed 30 items.
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
- Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
- Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
- A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) (← links)
- An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (Q5039275) (← links)
- Deep differentiable reinforcement learning and optimal trading (Q5092657) (← links)
- Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance (Q5162857) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
- Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees (Q6072375) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174) (← links)
- Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality (Q6136230) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Premium control with reinforcement learning (Q6174076) (← links)
- Neural Control of Parametric Solutions for High-Dimensional Evolution PDEs (Q6194975) (← links)
- A deep branching solver for fully nonlinear partial differential equations (Q6196609) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)