Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. - Balint Negyesi; Zhipeng Huang 020; Cornelis W. Oosterlee (CoRR, 2024)

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. - Zhipeng Huang 020; Balint Negyesi; Cornelis W. Oosterlee (Math. Comput. Simul., 2025)

Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach. - Zhipeng Huang 020; Cornelis W. Oosterlee (CoRR, 2025)