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	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications Journal article Methodology and Computing in Applied Probability,2022, volume: 24, issue: 1, pages: 143-178 Authors: Bachouch, Achref; Huré, Côme; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：8/0 \| Submit date：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 Journal article SIAM Journal on Numerical Analysis,2021, volume: 59, issue: 1, pages: 525-557 Authors: Huré, Côme; Pham, Huyén; Bachouch, Achref; Langrené, Nicolas Favorite \| View/Download：6/0 \| Submit date：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 Journal article Annals of Applied Probability,2015, volume: 25, issue: 4, pages: 2301-2338 Authors: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：3/0 \| Submit date：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 Journal article Monte Carlo Methods and Applications,2014, volume: 20, issue: 2, pages: 145-165 Authors: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：5/0 \| Submit date：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 Journal article SIAM Journal on Financial Mathematics,2014, volume: 5, issue: 1, pages: 191-231 Authors: Aïd, René; Campi, Luciano; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：4/0 \| Submit date：2022/08/29 Local basis regression Monte Carlo algorithm Optimal investment in power generation Optimal switching