Pages that link to "Item:Q1077372"
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The following pages link to A successive approximation algorithm for stochastic control problems (Q1077372):
Displaying 16 items.
- Successive approximations of Bellman's function (Q1107099) (← links)
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems (Q1789561) (← links)
- Numerical methods of successive elimination and optimization in stochastic optimal control (Q1803091) (← links)
- Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation (Q2050018) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
- Proximal point algorithm for an approximated stochastic optimal control problem (Q2706994) (← links)
- An effective gradient projection method for stochastic optimal control (Q2865642) (← links)
- Efficient controls for finitely convergent sequential algorithms (Q2989096) (← links)
- (Q3589564) (← links)
- (Q3693412) (← links)
- Numerical methods for optimal stochastic control. Optimality principle and an optimization scheme for successive approximations (Q3980129) (← links)
- An Algorithm for Infinite Dimensional Stochastic Control Problems (Q4795218) (← links)
- Successive approximations to the optimal control of stochastic systems with after-effect. II (Q4861918) (← links)
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
- Optimal Strategy for Limit Order Book Submissions in High Frequency Trading (Q5372046) (← links)
