Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations

Shaojie Zeng, Yihua Cai, Qingsong Zou. Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations. J. Comput. Physics, 468:111503, 2022. [doi]

Authors

Shaojie Zeng

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Yihua Cai

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Qingsong Zou

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