Some machine learning schemes for high-dimensional nonlinear PDEs. - Côme Huré; Huyên Pham; Xavier Warin (CoRR, 2019)

Deep backward schemes for high-dimensional nonlinear PDEs. - Côme Huré; Huyên Pham; Xavier Warin (Math. Comput., 2020)

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis. - Côme Huré; Huyên Pham; Achref Bachouch; Nicolas Langrené (SIAM J. Numer. Anal., 2021)