Extensions of the deep Galerkin method
type: Item
instance of: scholarly article
title: Extensions of the deep Galerkin method
author: Ali Al-Aradi
author: Adolfo Correia
author: Gabriel Jardim
author: Danilo de Freitas Naiff
author: Yuri F. Saporito
published in: Applied Mathematics and Computation
publication date: 2022-06-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1912.01455
Mathematics Subject Classification ID: 60Hxx
Mathematics Subject Classification ID: 65Mxx
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 7545331
zbMATH Keywords: partial differential equations
zbMATH Keywords: stochastic control
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: deep Galerkin method
zbMATH Keywords: neural networks
zbMATH Keywords: policy improvement
describes a project that uses: DGM
MaRDI profile type: Publication
OpenAlex ID: W4281647640
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DOI: 10.1016/J.AMC.2022.127287
description: scientific article