We propose an exact global solution method for bilevel mixed-integer optimization problems with lower-level integer variables and including nonlinear terms such as, e.g., products of upper-level and lower-level variables. Problems of this type are extremely challenging as a single-level...

Solving non-linear parabolic partial differential equations (PDEs) in high dimension becomes an interest for its curse of dimensionality problem. Recently, a deep learning method associated with a backward stochastic differential equation (deep-BSDE) to solve the PDEs draws intensive discussions...