Deep Learning for Reflected BSDEs: Regularization and Error Analysis
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arXiv:2609.05434v1 Announce Type: cross Abstract: Reflected backward stochastic differential equations (RBSDEs) provide a probabilistic formulation for obstacle constrained problems, but existing deep learning methods for their high dimensional solution remain limited. In this paper, we propose two…
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- 2026-09-09 04:00 · arXiv stat.ML
Deep Learning for Reflected BSDEs: Regularization and Error Analysis