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]
@article{AnderssonAO23,
title = {Convergence of a Robust Deep FBSDE Method for Stochastic Control},
author = {Kristoffer Andersson 0003 and Adam Andersson and C. W. Oosterlee},
year = {2023},
month = {February},
doi = {10.1137/22m1478057},
url = {https://doi.org/10.1137/22m1478057},
researchr = {https://researchr.org/publication/AnderssonAO23},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {45},
number = {1},
pages = {226},
}