Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Agram, Nacira, Arharas, Ihsan, Pucci, Giulia, Rems, Jan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.00880