\textit{A posteriori} error estimates for fully coupled McKean-Vlasov forward-backward SDEs

DOI10.1093/imanum/drad060MaRDI QIDQ6631435

Wolfgang Stockinger, Unnamed Author, Christoph Reisinger

Publication date: 1 November 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

computable error boundMcKean-Vlasov\textit{a posteriori} error estimatedeep BSDE solverfully coupled forward-backward SDEmean field control and games

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

This page was built for publication: \textit{A posteriori} error estimates for fully coupled McKean-Vlasov forward-backward SDEs