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scientific article; zbMATH DE number 7703231 - MaRDI portal

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Publication:6161794

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zbMath1515.68014MaRDI QIDQ6161794

Carmina Fjellström

Publication date: 27 June 2023

Full work available at URL: https://urn.kb.se/resolve?urn=urn%3Anbn%3Ase%3Auu%3Adiva-498727

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

neural networks dimension reduction \(p\)-Laplacian stochastic games time series analysis viscosity solutions Kolmogorov equation machine learning mean value property stochastic gradient descent infinity Laplacian dynamic programming principle tug-of-war games financial forecasting diffusion map LSTM fractional heat operator infinity fractional heat operators

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Degenerate parabolic equations (35K65) Stochastic games, stochastic differential games (91A15) Research exposition (monographs, survey articles) pertaining to computer science (68-02) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)

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