Deep learning-based numerical methods for partial differential equations

• Main Author: Dou, Yao
• Other Authors: Nicolas Privault
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Science::Mathematics
• Online Access: https://hdl.handle.net/10356/139350
• Institution: Nanyang Technological University

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...