Pages that link to "Item:Q2510585"
From MaRDI portal
The following pages link to Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585):
Displaying 3 items.
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)