A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671)
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scientific article; zbMATH DE number 7770144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets |
scientific article; zbMATH DE number 7770144 |
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A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (English)
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23 November 2023
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deep neural networks
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forward-backward systems of stochastic differential equations
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optimal switching
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Monte Carlo algorithm
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optimal investment in power generation
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planning problems
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