Kelsey P. Hawkins | DeepAI

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Panagiotis Tsiotras
46 publications
Evangelos Theodorou
11 publications
Ali Pakniyat
3 publications

research

∙ 03/26/2021

On the Time Discretization of the Feynman-Kac Forward-Backward Stochastic Differential Equations for Value Function Approximation

Novel numerical estimators are proposed for the forward-backward stochas...

0 Kelsey P. Hawkins, et al. ∙

research

∙ 06/22/2020

Forward-Backward RRT: Branched Sampled FBSDEs for Stochastic Optimal Control

We propose a numerical method to solve forward-backward stochastic diffe...

0 Kelsey P. Hawkins, et al. ∙