Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Neural networks-based backward scheme for fully nonlinear PDEs von Pham, Huyên, Warin, Xavier, Germain, Maximilien

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Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks von Germain, Maximilien, Mikael, Joseph, Warin, Xavier

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Rate of convergence for particle approximation of PDEs in Wasserstein space von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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A numerical scheme for stochastic differential equations with distributional drift von De Angelis, Tiziano, Germain, Maximilien, Issoglio, Elena

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DeepSets and Their Derivative Networks for Solving Symmetric PDEs von Germain, Maximilien, Laurière, Mathieu, Pham, Huyên, Warin, Xavier

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Machine learning for stochastic control and partial differential equations in high dimension von Germain, Maximilien

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A numerical scheme for stochastic differential equations with distributional drift von De Angelis, Tiziano, Germain, Maximilien, Issoglio, Elena

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A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Actor-Critic learning for mean-field control in continuous time von Frikha, Noufel, Germain, Maximilien, Laurière, Mathieu, Pham, Huyên, Song, Xuanye

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Rate of convergence for particle approximation of PDEs in Wasserstein space von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Neural networks-based algorithms for stochastic control and PDEs in finance von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Approximation error analysis of some deep backward schemes for nonlinear PDEs von Germain, Maximilien, Pham, Huyen, Warin, Xavier

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Numerical resolution of McKean-Vlasov FBSDEs using neural networks von Germain, Maximilien, Mikael, Joseph, Warin, Xavier

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Neural networks-based backward scheme for fully nonlinear PDEs von Pham, Huyen, Warin, Xavier, Germain, Maximilien

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DeepSets and their derivative networks for solving symmetric PDEs von Germain, Maximilien, Laurière, Mathieu, Pham, Huyên, Warin, Xavier

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A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Numerical resolution of McKean-Vlasov FBSDEs using neural networks von Germain, Maximilien, Joseph, Mikael, Warin, Xavier

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Rate of convergence for particle approximation of PDEs in Wasserstein space von Germain, Maximilien, Pham, Huyên, Warin, Xavier

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Approximation error analysis of some deep backward schemes for nonlinear PDEs von Germain, Maximilien, Pham, Huyen, Warin, Xavier

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