Developing algorithms for solving high-dimensional stochastic control problems and high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notorious difficulty known as the "curse of dimensionality". In the first part of this talk, we develop a deep learning-based approach that di...
Creator:
Han, Jiequn (Princeton University)
Created:
2018-05-09
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.