Pages that link to "Item:Q2671220"

The following pages link to Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220):

Displaying 22 items.

• An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• Automatic model training under restrictive time constraints (Q2108929) (← links)
• Deep learning for constrained utility maximisation (Q2152236) (← links)
• Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
• Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
• An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (Q5039275) (← links)
• Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
• Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems (Q5056666) (← links)
• SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems (Q5058288) (← links)
• Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis (Q5151934) (← links)
• Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (Q6040292) (← links)
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
• Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
• Neural networks for first order HJB equations and application to front propagation with obstacle terms (Q6087416) (← links)
• Deep reinforcement learning in finite-horizon to explore the most probable transition pathway (Q6118140) (← links)
• Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
• PDNNs: the parallel deep neural networks for the Navier-Stokes equations coupled with heat equation (Q6537439) (← links)
• Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems (Q6575313) (← links)
• Swing contract pricing: with and without neural networks (Q6581630) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
• A deep learning method for incompressible fluid equations and the coupling problems (Q6665361) (← links)