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Global Convergence of the ODE Limit for Online Actor-Critic Algorithms in Reinforcement Learning


Aug 19, 2021
Ziheng Wang, Justin Sirignano


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PDE-constrained Models with Neural Network Terms: Optimization and Global Convergence


May 18, 2021
Justin Sirignano, Jonathan MacArt, Konstantinos Spiliopoulos


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Embedded training of neural-network sub-grid-scale turbulence models


May 03, 2021
Jonathan F. MacArt, Justin Sirignano, Jonathan B. Freund


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DPM: A deep learning PDE augmentation method (with application to large-eddy simulation)


Nov 20, 2019
Jonathan B. Freund, Jonathan F. MacArt, Justin Sirignano


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Asymptotics of Reinforcement Learning with Neural Networks


Nov 13, 2019
Justin Sirignano, Konstantinos Spiliopoulos

* arXiv admin note: text overlap with arXiv:1907.04108 

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Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum


Jul 09, 2019
Justin Sirignano, Konstantinos Spiliopoulos


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Mean Field Analysis of Deep Neural Networks


Mar 11, 2019
Justin Sirignano, Konstantinos Spiliopoulos


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DGM: A deep learning algorithm for solving partial differential equations


Sep 05, 2018
Justin Sirignano, Konstantinos Spiliopoulos

* Deep learning, machine learning, partial differential equations 

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Mean Field Analysis of Neural Networks: A Central Limit Theorem


Aug 28, 2018
Justin Sirignano, Konstantinos Spiliopoulos


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Universal features of price formation in financial markets: perspectives from Deep Learning


Mar 19, 2018
Justin Sirignano, Rama Cont


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Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem


Nov 02, 2017
Justin Sirignano, Konstantinos Spiliopoulos


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Stochastic Gradient Descent in Continuous Time


Oct 29, 2017
Justin Sirignano, Konstantinos Spiliopoulos


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