Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 2662-2971

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space ; volume:2 ; number:4 ; day:21 ; month:6 ; year:2021 ; pages:1-48 ; date:8.2021
Partial differential equations and applications ; 2, Heft 4 (21.6.2021), 1-48, 8.2021

Creator: Nüsken, Nikolas
Richter, Lorenz

Contributor: SpringerLink (Online service)

DOI: 10.1007/s42985-021-00102-x

URN: urn:nbn:de:101:1-2021110707014763872221

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:24 AM CEST

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Nüsken, Nikolas
Richter, Lorenz
SpringerLink (Online service)

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Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space

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