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The policy function is then approximated by a\nneural network, as is done in deep reinforcement learning. Numerical results\nusing TensorFlow illustrate the efficiency and accuracy of the proposed\nalgorithms for several 100-dimensional nonlinear PDEs from physics and finance\nsuch as the Allen-Cahn equation, the Hamilton-Jacobi-Bellman equation, and a\nnonlinear pricing model for financial derivatives.","url_abs":"http://arxiv.org/abs/1706.04702v1","url_pdf":"http://arxiv.org/pdf/1706.04702v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"deep-learning-based-numerical-methods-for","repo_url":"https://github.com/davidzhou9/DeepVol","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"tf","reach":{"status":"unanswered"}},{"paper_slug":"deep-learning-based-numerical-methods-for","repo_url":"https://github.com/frankhan91/DeepBSDE","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"tf","reach":{"status":"unanswered"}},{"paper_slug":"deep-learning-based-numerical-methods-for","repo_url":"https://github.com/kousun12/TFDE","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"tf","reach":null},{"paper_slug":"deep-learning-based-numerical-methods-for","repo_url":"https://github.com/yiliu1/Machine-Learning-in-Finance","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"tf","reach":{"status":"unanswered"}},{"paper_slug":"deep-learning-based-numerical-methods-for","repo_url":"https://github.com/2023-MindSpore-1/ms-code-218/tree/main/deepbsde","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"mindspore","reach":{"status":"ok"}}],"tasks":[{"task_slug":"deep-reinforcement-learning","task_name":"Deep Reinforcement Learning"},{"task_slug":"reinforcement-learning","task_name":"Reinforcement Learning"},{"task_slug":"reinforcement-learning-1","task_name":"Reinforcement Learning (RL)"},{"task_slug":"reinforcement-learning-2","task_name":"reinforcement-learning"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1706.04702","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1706.04702"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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