Zobrazeno 1 - 10
of 19
pro vyhledávání: '"JIHAO LONG"'
Publikováno v:
SIAM Journal on Numerical Analysis; Jan2024, Vol. 62 Issue 1, p1-24, 24p
Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive control, a p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b2ed00a84e5d0eb7ac14ba7d6b8392e1
Stochastic differential games have been used extensively to model agents' competitions in finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently proposed ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::deda584997cb37d4148b8079ecbfe9be
http://arxiv.org/abs/2008.05519
http://arxiv.org/abs/2008.05519
Autor:
Jiequn Han, Jihao Long
Publikováno v:
Probability, Uncertainty and Quantitative Risk. 5
The recently proposed numerical algorithm, deep BSDE method, has shown remarkable performance in solving high-dimensional forward-backward stochastic differential equations (FBSDEs) and parabolic partial differential equations (PDEs). This article la
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::663b30c50f681824da933fca9de2e7eb
https://doi.org/10.1186/s41546-020-00047-w
https://doi.org/10.1186/s41546-020-00047-w
Autor:
Lei Wu1 leiwu@math.pku.edu.cn, Jihao Long2 jihaol@princeton.edu
Publikováno v:
Journal of Machine Learning Research. 2022, Vol. 23, p1-34. 34p.
Publikováno v:
Frontiers of Mathematical Finance; Jun2022, Vol. 1 Issue 2, p287-319, 33p
Autor:
Wang, MingYi1 (AUTHOR), Scott, Jacob G.2 (AUTHOR), Vladimirsky, Alexander3 (AUTHOR) vladimirsky@cornell.edu
Publikováno v:
PLoS Computational Biology. 6/14/2024, Vol. 20 Issue 6, p1-26. 26p.
Autor:
Siegel, Jonathan W.1 (AUTHOR) jus1949@psu.edu, Xu, Jinchao1 (AUTHOR)
Publikováno v:
Foundations of Computational Mathematics. Apr2024, Vol. 24 Issue 2, p481-537. 57p.
Publikováno v:
Discrete & Continuous Dynamical Systems - Series B; Jul2022, Vol. 27 Issue 7, p3663-3682, 20p
Autor:
Ghosh, Mrinal K., Pradhan, Somnath
Publikováno v:
Mathematical Control & Related Fields; Jun2022, Vol. 12 Issue 2, p343-370, 28p