136 citations · 451 across the 26 of their papers we have counts for
3 papers · 1 filter
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the -sense
Julia Ackermann, Arnulf Jentzen, Thomas Kruse +2
Recently, several deep learning (DL) methods for approximating high-dimensional partial differential equations (PDEs) have been proposed. The interest that these methods have gener…
The Collective Dynamics of a Stochastic Port-Hamiltonian Self-Driven Agent Model in One Dimension
Matthias Ehrhardt, Thomas Kruse, Antoine Tordeux
The collective motion of self-driven agents is a phenomenon of great interest in interacting particle systems. In this paper, we develop and analyze a model of agent motion in one…
Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems
Christian Beck, Arnulf Jentzen, Konrad Kleinberg +1
Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision maki…