Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869)
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scientific article; zbMATH DE number 7896279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep learning scheme for forward utilities using ergodic BSDEs |
scientific article; zbMATH DE number 7896279 |
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Deep learning scheme for forward utilities using ergodic BSDEs (English)
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13 August 2024
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deep leaming scheme
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forward utilities
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ergodic BSDEs
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Markovian solution
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deep learning algorithm
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