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Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ye, Junyan, Wong, Hoi Ying
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Numerical Analysis Probability 93E20, 68T07, 65Y20, 60G40
Online Access:	Acceder al recurso
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