“…The method has proven to be able to approximate a wide class of equations in very high dimensions (at least 100). Since the original Deep BSDE solver publication, several papers with adjustments of the algorithm as in e.g., [33,34,36,38,39,24,50,51] and others with convergence analysis in e.g., [25,27,28,29,30,31,32], have been published. In addition to being forward methods, these algorithms are global in their approximation, meaning that the optimization of all involved neural networks is carried out simultanously.…”