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20192026
most citedThree algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning

4 citations · 5 across the 4 of their papers we have counts for

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math.OC2021★ 1 cited

A novel control method for solving high-dimensional Hamiltonian systems through deep neural networks

Shaolin Ji, Shige Peng, Ying Peng +1

In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential E…