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Abstract: We consider deep neural networks (DNNs) with a Lipschitz continuous activation function and with weight matrices of variable widths. We establish a uniform convergence analysis framework in ...
This course is compulsory on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available on the BSc in Actuarial ...
Abstract: This letter derives rates of convergence of online critic methods for the estimation of the value function for a class of nonlinear optimal control problems. Assuming that the underlying ...