Pages that link to "Item:Q2982547"
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The following pages link to Information Relaxation and Dual Formulation of Controlled Markov Diffusions (Q2982547):
Displaying 4 items.
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Solution to the variation problem for information path functional of a controlled random process (Q2371861) (← links)
- Information Relaxations, Duality, and Convex Stochastic Dynamic Programs (Q2941432) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)