Gradient convergence of deep learning-based numerical methods for BSDEs
type: Item
instance of: scholarly article
title: Gradient convergence of deep learning-based numerical methods for BSDEs
zbMATH Open document ID: 1470.62126
author: Shanjian Tang
author: Zixuan Wang
published in: Chinese Annals of Mathematics. Series B
publication date: 2021-08-04T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 7378124
zbMATH Keywords: PDEs
zbMATH Keywords: BSDEs
zbMATH Keywords: deep learning
zbMATH Keywords: nonconvex stochastic programming
zbMATH Keywords: convergence result
describes a project that uses: DGM
MaRDI profile type: Publication
full work available at URL: s11401-021-0253-x
OpenAlex ID: W3143755246
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DOI: 10.1007/S11401-021-0253-X
description: scientific article; zbMATH DE number 7378124