Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
Maximilien Germain, Joseph Mikael, Xavier Warin
Topics & Concepts
MathematicsDimension (graph theory)Artificial neural networkApplied mathematicsQuadratic equationMinificationMathematical optimizationStochastic differential equationField (mathematics)Resolution (logic)Computer scienceArtificial intelligencePure mathematicsGeometryModel Reduction and Neural NetworksStochastic processes and financial applicationsFluid Dynamics and Turbulent Flows