Deep learning-based numerical methods for partial differential equations
The objective of this Final Year Project is to study deep learning-based numerical methods, with a focus on the Deep BSDE Solver, that can be applied on stochastic control problems, backward stochastic differential equations (BSDE) and partial differential equations (PDE) in high-dimensional space. Th...
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| Format: | Final Year Project |
| Language: | English |
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Nanyang Technological University
2020
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| Online Access: | https://hdl.handle.net/10356/139350 |
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| Institution: | Nanyang Technological University |
| Language: | English |