浏览/检索结果:共5条，第1-5条

已选(0)清除条数/页：排序方式：
	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications 期刊论文 Methodology and Computing in Applied Probability,2022, 卷号: 24, 期号: 1, 页码: 143-178 作者: Bachouch, Achref; Huré, Côme; Langrené, Nicolas; Pham, Huyên 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/08/29 Deep learning Monte Carlo Performance iteration Policy learning Quantization Value iteration
	Deep neural networks algorithms for stochastic control problems on finite horizon: Convergence analysis 期刊论文 SIAM Journal on Numerical Analysis,2021, 卷号: 59, 期号: 1, 页码: 525-557 作者: Huré, Côme; Pham, Huyén; Bachouch, Achref; Langrené, Nicolas 收藏 \| 浏览/下载：18/0 \| 提交时间：2022/08/29 Convergence analysis Deep learning Dynamic programming Performance iteration Regress-now Statistical risk
	Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps 期刊论文 Annals of Applied Probability,2015, 卷号: 25, 期号: 4, 页码: 2301-2338 作者: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên 收藏 \| 浏览/下载：10/0 \| 提交时间：2022/08/29 Backward stochastic differential equations Discrete time approximation Hamilton-Jacobi-Bellman equation Nonlinear degenerate PDE Optimal control Sample
	A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization 期刊论文 Monte Carlo Methods and Applications,2014, 卷号: 20, 期号: 2, 页码: 145-165 作者: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Backward stochastic differential equations control randomization empirical regressions HJB equation Monte Carlo uncertain volatility
	A probabilistic numerical method for optimal multiple switching problems in high dimension 期刊论文 SIAM Journal on Financial Mathematics,2014, 卷号: 5, 期号: 1, 页码: 191-231 作者: Aïd, René; Campi, Luciano 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/08/29 Local basis regression Monte Carlo algorithm Optimal investment in power generation Optimal switching