Deep learning-based numerical methods for partial differential equations

• 主要作者: Dou, Yao
• 其他作者: Nicolas Privault
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2020
• 主題: Science::Mathematics
• 在線閱讀: https://hdl.handle.net/10356/139350
• 機構: 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...