A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs (Q6190826)

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scientific article; zbMATH DE number 7800831
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A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs
scientific article; zbMATH DE number 7800831

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    A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs (English)
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    6 February 2024
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    BSDEs
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    sparse grids
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    Picard approximations
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    SGD algorithm
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