scientific article; zbMATH DE number 7793046

MaRDI QIDQ6181945

Kai Du, Yifan Jiang, Jinfeng Li

Publication date: 23 January 2024

Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.04.004

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

zbMATH Keywords

stochastic controlequationdeep neural networkmean-field forward-backward stochastic differential

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Unnamed Item
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• Numerical method for FBSDEs of McKean-Vlasov type
• Solving high-dimensional partial differential equations using deep learning
• Cemracs 2017: numerical probabilistic approach to MFG
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
• The Master Equation for Large Population Equilibriums

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