Pages that link to "Item:Q1960551"
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The following pages link to Solving higher-dimensional continuous-time stochastic control problems by value function regression (Q1960551):
Displaying 9 items.
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
- Optimal time aggregation of infinite horizon control problems (Q956518) (← links)
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems (Q1789561) (← links)
- Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations (Q2497779) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) (← links)
- On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (Q6572635) (← links)
