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"Deep Neural Networks Algorithms for Stochastic Control Problems on Finite ..."
Côme Huré et al. (2021)
- Côme Huré, Huyên Pham
, Achref Bachouch, Nicolas Langrené
:
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis. SIAM J. Numer. Anal. 59(1): 525-557 (2021)
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