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

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Negyesi, Balint, Huang, Zhipeng, Oosterlee, Cornelis W.
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!