Copertina

Neural Network Convergence for Variational Inequalities

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Zhao, Yun, Zheng, Harry
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Mathematical Finance 65K15, 68T07, 93E20, 60G40, 47J20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Fractional-Boundary-Regularized Deep Galerkin Method for Variational Inequalities in Mixed Optimal Stopping and Control
di: Zhao, Yun, et al.
Pubblicazione: (2025)

Reinforcement Learning for Speculative Trading under Exploratory Framework
di: Zhao, Yun, et al.
Pubblicazione: (2026)

A mean-field version of Bank-El Karoui's representation of stochastic processes
di: He, Xihao, et al.
Pubblicazione: (2023)

Convergence of Neural Network Policies for Risk--Reward Optimization
di: Chen, Chang, et al.
Pubblicazione: (2026)

Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
di: Ye, Junyan, et al.
Pubblicazione: (2026)

Deep Quadratic Hedging
di: Gnoatto, Alessandro, et al.
Pubblicazione: (2022)

Modified Bregman Golden Ratio Algorithm for Mixed Variational Inequality Problems
di: Kumar, Gourav, et al.
Pubblicazione: (2025)

Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets
di: Lin, Minglian, et al.
Pubblicazione: (2023)

Estimation of VaR with jump process: application in corn and soybean markets
di: Lin, Minglian, et al.
Pubblicazione: (2023)

Robust Hedging of American Options via Aggregated Snell Envelopes
di: Rodrigues, Marco
Pubblicazione: (2025)

Recursive Optimal Stopping with Poisson Stopping Constraints
di: Liang, Gechun, et al.
Pubblicazione: (2024)

Stopper vs. singular-controller games with degenerate diffusions
di: Bovo, Andrea, et al.
Pubblicazione: (2023)

Zero-sum stopper vs. singular-controller games with constrained control directions
di: Bovo, Andrea, et al.
Pubblicazione: (2023)

Convergence proofs and strong error bounds for forward-backward stochastic differential equations using neural network simulations
di: Sheridan-Methven, Oliver
Pubblicazione: (2024)

The one-shot problem: Solution to an open question of finite-fuel singular control with discretionary stopping
di: Moriarty, John, et al.
Pubblicazione: (2024)

The effect of latency on optimal order execution policy
di: Ma, Chutian, et al.
Pubblicazione: (2025)

Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
di: van Staden, Pieter, et al.
Pubblicazione: (2024)

Equation-Free Coarse Control of Distributed Parameter Systems via Local Neural Operators
di: Fabiani, Gianluca, et al.
Pubblicazione: (2025)

The American put with finite-time maturity and stochastic interest rate
di: Cai, Cheng, et al.
Pubblicazione: (2021)

A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
di: Dammann, Felix, et al.
Pubblicazione: (2024)

Maximum principle for robust utility optimization via Tsallis relative entropy
di: Huang, Xueying, et al.
Pubblicazione: (2025)

Representation Theorems for Convex Expectations and Semigroups on Path Space
di: Criens, David, et al.
Pubblicazione: (2025)

The Price of Information
di: Jaimungal, Sebastian, et al.
Pubblicazione: (2024)

Weak convergence of projection algorithm with momentum terms and new step size rule for quasimonotone variational inequalities
di: Kumar, Gourav, et al.
Pubblicazione: (2025)

Solving Optimal Execution Problems via In-Context Operator Networks
di: Meng, Tingwei, et al.
Pubblicazione: (2025)

The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs
di: Andersson, Kristoffer, et al.
Pubblicazione: (2025)

A model of strategic sustainable investment
di: De Angelis, Tiziano, et al.
Pubblicazione: (2024)

Stochastic Optimal Control Problems for the Cost-Optimal Management of a Standalone Microgrid
di: Takam, Paul Honore, et al.
Pubblicazione: (2025)

Existence of optimal controls for stochastic Volterra equations
di: Cárdenas, Andrés, et al.
Pubblicazione: (2022)

An Improved Yau-Yau Algorithm for High Dimensional Nonlinear Filtering Problems
di: Yau, Shing-Tung, et al.
Pubblicazione: (2025)

The value of partial information
di: Ernst, Philip A., et al.
Pubblicazione: (2025)

The indifference value of the weak information
di: Baudoin, Fabrice, et al.
Pubblicazione: (2024)

Observability from measurable sets for strongly coupled parabolic systems via single-component observation
di: Fu, Xiaoyu, et al.
Pubblicazione: (2026)

Stability and Regularization of Quasi-Variational Inequalities under Monotone Operator Perturbations
di: Rashid, M. H. M.
Pubblicazione: (2025)

Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
di: Ruzayqat, Hamza, et al.
Pubblicazione: (2023)

Callable convertible bonds under liquidity constraints and hybrid priorities
di: Hobson, David, et al.
Pubblicazione: (2021)

Nash equilibria for dividend distribution with competition
di: De Angelis, Tiziano, et al.
Pubblicazione: (2023)

On Bellman equation in the limit order optimization problem for high-frequency trading
di: Balakaeva, M. I., et al.
Pubblicazione: (2025)

Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
di: Rodosthenous, Neofytos, et al.
Pubblicazione: (2025)

Consumption-Investment Problem in Rank-Based Models
di: Itkin, David
Pubblicazione: (2025)