Convergence of a Robust Deep FBSDE Method for Stochastic Control

Kristoffer Andersson 0003, Adam Andersson, C. W. Oosterlee. Convergence of a Robust Deep FBSDE Method for Stochastic Control. SIAM J. Scientific Computing, 45(1):226, February 2023. [doi]

Authors

Kristoffer Andersson 0003

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Adam Andersson

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C. W. Oosterlee

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