Temporal difference learning for high-dimensional PIDEs with jumps

Artificial neural networks and deep learning (68T07) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Jump processes on general state spaces (60J76)

Cites Work

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