Côme Huré

Deep neural networks algorithms for stochastic control problems on finite horizon, Part 2: numerical applications

Huyên Pham, Nicolas Langrené, Achref Bachouch, 2018 .

Some machine learning schemes for high-dimensional nonlinear PDEs

Huyên Pham, Xavier Warin, Côme Huré, 2019, ArXiv.

Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations

Côme Huré, Côme Huré, 2019 .

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis

Huyên Pham, Nicolas Langrené, Achref Bachouch, 2021, SIAM J. Numer. Anal..

Deep backward schemes for high-dimensional nonlinear PDEs

Huyên Pham, Xavier Warin, Côme Huré, 2019 .