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High dimensional McKean Vlasov FBSDE using NN #2

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finmod opened this issue Jan 20, 2020 · 1 comment

finmod commented Jan 20, 2020

Can MFGnet add this example raised by https://arxiv.org/pdf/1909.12678.pdf . It would be a nice addition to Julia. See also: SciML/NeuralPDE.jl#52

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lruthotto commented Jan 20, 2020

Yes, in principle this is a natural extension, but manpower could be an issue.

finmod mentioned this issue

PINNs solver applied to existing problem tests SciML/NeuralPDE.jl#112

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