activity
20242026
most citedSOC-MartNet: A Martingale Neural Network for the Hamilton-Jacobi-Bellman Equation without Explicit inf H in Stochastic Optimal Controls

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

math.NA2026

Deep Neural networks for solving high-dimensional parabolic partial differential equations

Wenzhong Zhang, Zheyuan Hu, Wei Cai +1

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based metho…