"Deep Neural Networks Algorithms for Stochastic Control Problems on Finite ..."

Côme Huré et al. (2021)

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DOI: 10.1137/20M1316640

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type: Journal Article

metadata version: 2024-10-06

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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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