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"Convergence of the deep BSDE method for stochastic control problems ..."

Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee (2024)

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DOI: 10.48550/ARXIV.2401.17472

access: open

type: Informal or Other Publication

metadata version: 2024-03-08

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  - journals/corr/abs-2401-17472
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  - https://dblp.org/rec/journals/corr/abs-2401-17472
Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee:
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. CoRR abs/2401.17472 (2024)

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