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Martingale deep learning for very high dimensional quasi-linear partial differential equations and stochastic optimal controls

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cai, Wei, Fang, Shuixin, Zhang, Wenzhong, Zhou, Tao
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Numerical Analysis
Online Access:	Acceder al recurso
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