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20142026
most citedFinite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model

84 citations

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math.OC2021★ 16 cited

Neural networks-based algorithms for stochastic control and PDEs in finance

Maximilien Germain, Huyên Pham, Xavier Warin

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic…