@article{discretizationandmachinelearning, title = {Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process}, author = {Idris Kharroubi and Thomas Lim and Xavier Warin}, year = {2020}, eprint = {2002.02675}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2002.02675v1}, }