WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...
differential equations by linear programming since 1969. Since then, contributions have been essentially in four directions: (i) For linear problems, there has been rigorous theoretical investigation ...
Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
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