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Fitted value iteration methods for bicausal optimal transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bayraktar, Erhan, Han, Bingyan
Format:	Preprint
Published:	2023
Subjects:	Machine Learning Mathematical Finance 49Q99, 90C39, 68T07, 90C59
Online Access:	Acceder al recurso
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