Deep neural network expressivity for optimal stopping problems

Numerical methods (including Monte Carlo methods) (91G60) Artificial neural networks and deep learning (68T07) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Neural nets and related approaches to inference from stochastic processes (62M45)

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