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X
Warin, Xavier
212  Ergebnisse:
OpenAccess-Volltexte X
Personensuche X
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1

Deep learning algorithms for FBSDEs with jumps: Application..:

Alasseur, Clémence ; Bensaid, Zakaria ; Dumitrescu, Roxana.
http://arxiv.org/abs/2401.03245.  , 2024
Link: http://arxiv.org/abs/240..
 
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2

Actor critic learning algorithms for mean-field control wit..:

Pham, Huyên ; Warin, Xavier
http://arxiv.org/abs/2309.04317.  , 2023
Link: http://arxiv.org/abs/230..
 
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3

Quantile and moment neural networks for learning functional..:

Warin, Xavier
http://arxiv.org/abs/2303.11060.  , 2023
Link: http://arxiv.org/abs/230..
 
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4

A Common Shock Model for multidimensional electricity intra..:

Deschatre, Thomas ; Warin, Xavier
http://arxiv.org/abs/2307.16619.  , 2023
Link: http://arxiv.org/abs/230..
 
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5

Neural networks for first order HJB equations and applicati..:

Bokanowski, Olivier ; Prost, Averil ; Warin, Xavier
hal-03807406.  , 2022
Link: https://hal.science/hal-..
 
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6

Neural networks for first order HJB equations and applicati..:

Bokanowski, Olivier ; Prost, Averil ; Warin, Xavier
hal-03807406.  , 2022
Link: https://hal.science/hal-..
 
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7

Mean-field neural networks-based algorithms for McKean-Vlas..:

Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2212.11518.  , 2022
Link: https://hal.science/hal-..
 
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8

A level-set approach to the control of state-constrained Mc..:

Germain, Maximilien ; Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2112.11059.  , 2022
Link: https://hal.science/hal-..
 
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9

A level-set approach to the control of state-constrained Mc..:

Germain, Maximilien ; Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2112.11059.  , 2022
Link: https://hal.science/hal-..
 
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10

DeepSets and their derivative networks for solving symmetri..:

Germain, Maximilien ; Laurière, Mathieu ; Pham, Huyên.
info:eu-repo/semantics/altIdentifier/arxiv/2103.00838.  , 2022
Link: https://hal.archives-ouv..
 
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11

Mean-field neural networks-based algorithms for McKean-Vlas..:

Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2212.11518.  , 2022
Link: https://hal.science/hal-..
 
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12

Mean-field neural networks-based algorithms for McKean-Vlas..:

Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2212.11518.  , 2022
Link: https://hal.science/hal-..
 
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13

Numerical resolution of McKean-Vlasov FBSDEs using neural n..:

Germain, Maximilien ; Mikael, Joseph ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/1909.12678.  , 2022
Link: https://hal.science/hal-..
 
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14

DeepSets and their derivative networks for solving symmetri..:

Germain, Maximilien ; Laurière, Mathieu ; Pham, Huyên.
info:eu-repo/semantics/altIdentifier/arxiv/2103.00838.  , 2022
Link: https://hal.science/hal-..
 
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15

A level-set approach to the control of state-constrained Mc..:

Germain, Maximilien ; Pham, Huyên ; Warin, Xavier
info:eu-repo/semantics/altIdentifier/arxiv/2112.11059.  , 2022
Link: https://hal.science/hal-..
 
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