2 papers
cs.LG2025
Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise
Felipe J. P. Antunes, Yuri F. Saporito, Sebastian Jaimungal
We present a novel numerical method for solving McKean--Vlasov forward--backward stochastic differential equations (MV--FBSDEs) with common noise, combining Picard iterations, elic…
q-bio.PE2020
Modeling and control of malaria dynamics in fish farming regions
Felipe J. P. Antunes, M. Soledad Aronna, Cláudia T. Codeço
In this work we propose a model that represents the relation between fish ponds, the mosquito population and the transmission of malaria. It has been observed that in the Amazonic…