Current position: Home >> Scientific Research >> Paper Publications

Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning

Hits:

Institution:中泰证券金融研究院

Title of Paper:Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning

Journal:《IEEE INTELLIGENT SYSTEMS》

First Author:彭滢

Document Code:5C2CE411CB374A4BB8F37522A2DC92BE

Issue:volume 35, No.3

Number of Words:5000

Translation or Not:No

Date of Publication:2020-06

Release Time:2021-05-31

Prev One:The minimum mean square estimator of integrable variables under sublinear operators

Next One:A filtering problem with uncertainty in observation