Pages that link to "Item:Q3506540"
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The following pages link to Pathwise Stochastic Optimal Control (Q3506540):
Displaying 37 items.
- Approximate linear programming for networks: average cost bounds (Q342031) (← links)
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Markov-Dubins path via optimal control theory (Q1694403) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds (Q1785438) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Linear-quadratic control and information relaxations (Q1939706) (← links)
- Optimisation-based representations for branching processes (Q2042638) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- A novel decomposition-based method for solving general-product structure assemble-to-order systems (Q2184111) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
- Stochastic control with rough paths (Q2400494) (← links)
- Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
- Necessity of future information in admission control (Q2795878) (← links)
- A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
- Tax-aware dynamic asset allocation (Q2830762) (← links)
- Robust control of partially observable failing systems (Q2830770) (← links)
- Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077) (← links)
- An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals (Q2979282) (← links)
- Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Koopman analysis of quantum systems* (Q5057844) (← links)
- Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Pathwise Optimality for Benchmark Tracking (Q5273710) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS (Q5369448) (← links)
- Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)
- Pathwise stochastic control and a class of stochastic partial differential equations (Q6644266) (← links)
