Deep neural network expressivity for optimal stopping problems
Lukas Gonon
| Year of publication: |
2024
|
|---|---|
| Authors: | Gonon, Lukas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 3, p. 865-910
|
| Subject: | Approximation error bound | Artificial Intelligence | Curse of dimensionality | Deep neural network | Expression rate | Markov process | Optimal stopping problem | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Suchtheorie | Search theory | Markov-Kette | Markov chain |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-024-00538-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130415