Andersson, Adam

1. Convergence of a robust deep FBSDE method for stochastic control
   2022/01/18 by Andersson, Kristoffer, Andersson, Adam, Oosterlee, Cornelis W. · 1 citation
   #49M25 #60H30 #60H35 #65C30 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
2. The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs
   2025/03/17 by Andersson, Kristoffer, Andersson, Adam, Oosterlee, Cornelis W. · 2 citations
   #35K58 #60H35 #68T07 #93E20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)