"Convergence of a Robust Deep FBSDE Method for Stochastic Control."

Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee (2023)

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DOI: 10.1137/22M1478057

access: closed

type: Journal Article

metadata version: 2023-05-31

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Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee:
Convergence of a Robust Deep FBSDE Method for Stochastic Control. SIAM J. Sci. Comput. 45(1): 226- (2023)

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