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ESR2 Kristoffer Andersson
A robust deep FBSDE method for stochastic control

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- ESR2 Kristoffer Andersson
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A robust deep FBSDE method for stochastic control Joint work with Adam Andersson and Cornelis W. Oosterlee. https://wsc.project.cwi.nl/abcxva/overview-research-programme/publications/esr2-kristoffer-andersson/presentation_a_coru_a.pdf/view https://wsc.project.cwi.nl/abcxva/logo.png

A robust deep FBSDE method for stochastic control

Joint work with Adam Andersson and Cornelis W. Oosterlee.

application/pdf Presentation_A_Coru_a.pdf — 915 KB

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