Zhipeng Huang
Orcid: 0000-0003-2028-0508Affiliations:
- Utrecht University, Mathematical Institute, The Netherlands
According to our database1,
Zhipeng Huang
authored at least 3 papers
between 2024 and 2025.
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Bibliography
2025
Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach.
CoRR, April, 2025
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.
Math. Comput. Simul., 2025
2024
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.
CoRR, 2024