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"On the Time Discretization of the Feynman-Kac Forward-Backward Stochastic ..."

Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras (2021)

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DOI: 10.1109/CDC45484.2021.9683583

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras:
On the Time Discretization of the Feynman-Kac Forward-Backward Stochastic Differential Equations for Value Function Approximation. CDC 2021: 892-897

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