"Convergence of a robust deep FBSDE method for stochastic control."

Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee (2022)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-01-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2201-06854
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2201-06854
Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee:
Convergence of a robust deep FBSDE method for stochastic control. CoRR abs/2201.06854 (2022)

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