Balint Negyesi

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Unsupervised Feature Learning

Control Problems

Top Venues

Publications

Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. CoRR (2024)
Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. CoRR (2024)
Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. CoRR (2021)