Login / Signup

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.

Balint NegyesiZhipeng HuangCornelis W. Oosterlee
Published in: CoRR (2024)
Keyphrases
  • cost function
  • objective function
  • dynamic programming
  • probabilistic model
  • high order