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researcher

P. Forsyth

11 papers hereh-index 6513.7k citations329 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author3
  • last author4

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • q-fin.CP5
  • math.NA2
  • q-fin.PM2
  • math.OC1
  • q-fin.PR1
same name
  • P. Forsyth — 93 papers, h 60
  • P. Forsyth — 2 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152023
most citedWeakly chained matrices, policy iteration, and impulse control

47 citations · 97 across the 11 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2023

Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study

Marc Chen, Mohammad Shirazi, Peter A. Forsyth +1

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation func…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.