activity
20182026
most citedSolving path dependent PDEs with LSTM networks and path signatures

4 citations · 4 across the 6 of their papers we have counts for

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2 papers · 1 filter

math.OC2018

Exponential Convergence and stability of Howards's Policy Improvement Algorithm for Controlled Diffusions

B. Kerimkulov, D. Šiška, Ł. Szpruch

Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howa…

math.PR2018

McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions

William Hammersley, David Šiška, Lukasz Szpruch

We prove the existence of weak solutions to McKean-Vlasov SDEs defined on a domain with continuous and unbounded coefficients that satisfy Lyapunov type…