"Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through ..."

Shaolin Ji et al. (2020)

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DOI: 10.1109/MIS.2020.2971597

access: closed

type: Journal Article

metadata version: 2020-07-28

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Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. IEEE Intell. Syst. 35(3): 71-84 (2020)

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