Fig. 1
From: Convergence of the deep BSDE method for coupled FBSDEs
Loss function (left) and relative approximation error of Y0 (right) against the number of iteration steps in the case of Example 1 (100-dimensional). The proposed deep BSDE method achieves a relative error of size 0.39%. The shaded area depicts the mean ± the standard deviation of the associated quantity in 5 runs
