[RL for solving PIDE with jumps]

This repo is a reproduction of Lu(2023) in TensorFlow 2 and the code is largely based on FBSNNs (https://maziarraissi.github.io/FBSNNs/).

For more information, please refer to the original paper:

• Liwei Lu and Hailong Guo and Xu Yang and Yi Zhu. "Temporal Difference Learning for High-Dimensional PIDEs with Jumps." arXiv preprint arXiv:2307.02766 (2023).
• Raissi, Maziar. "Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations." arXiv preprint arXiv:1804.07010 (2018).