A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
Year of publication: |
2020
|
---|---|
Authors: | Kremsner, Stefan ; Steinicke, Alexander ; Szölgyenyi, Michaela |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 4, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | backward stochastic differential equations | semilinear elliptic partial differential | equations | stochastic optimal control | unbounded random terminal time | machine learning | deep neural networks |
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