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Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada
Search publications for: doi:10.1016/J.JCP.2022.110956 1 result
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada