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Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning - MaRDI portal

Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (Q2157396)

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Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning
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    Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (English)
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    28 July 2022
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    Feynman-Kac formula
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    Monte Carlo
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    temporal difference learning
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    Brownian motion
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    elliptic equation
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