Temporal Difference Learning for High-Dimensional PIDEs with Jumps

Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi

doi:10.1137/23M1584538

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Citation Details

Temporal Difference Learning for High-Dimensional PIDEs with Jumps

Award ID(s):: 2109116

PAR ID:: 10526404

Author(s) / Creator(s):: Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi

Publisher / Repository:: SIAM

Date Published:: 2024-08-31

Journal Name:: SIAM Journal on Scientific Computing

Volume:: 46

Issue:: 4

ISSN:: 1064-8275

Page Range / eLocation ID:: C349 to C368

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript
Journal Article:
https://doi.org/10.1137/23M1584538

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