"A new efficient approximation scheme for solving high-dimensional ..."

Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-30

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  dblp key:
  - journals/corr/abs-2101-09890
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  - https://dblp.org/rec/journals/corr/abs-2101-09890
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada:
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. CoRR abs/2101.09890 (2021)

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