Pages that link to "Item:Q5158726"
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The following pages link to High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726):
Displayed 21 items.
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← links)
- A high-order numerical scheme for stochastic optimal control problem (Q6099532) (← links)
- A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
