most citedTowards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

12 citations · 15 across the 3 of their papers we have counts for

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math.OC2022

Data-driven initialization of deep learning solvers for Hamilton-Jacobi-Bellman PDEs

Anastasia Borovykh, Dante Kalise, Alexis Laignelet +1

A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem…