Pages that link to "Item:Q1882028"
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The following pages link to Approximation of Markov stationary sequences in stochastic control problems (Q1882028):
Displaying 5 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic (Q2258523) (← links)
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
- Sequential Control Variates for Functionals of Markov Processes (Q5700316) (← links)