Pages that link to "Item:Q429545"
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The following pages link to A numerical method for solving stochastic optimal control problems with linear control (Q429545):
Displaying 13 items.
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- Privatization of businesses and flexible investment: a real option approach (Q1938896) (← links)
- Solving higher-dimensional continuous-time stochastic control problems by value function regression (Q1960551) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- A framework for randomized time-splitting in linear-quadratic optimal control (Q2671271) (← links)
- The numerical synthesis of optimal control for a linear differential equation with random coefficient (Q2737249) (← links)
- A computational method for stochastic optimal control problems in financial mathematics (Q2821285) (← links)
- Moving least-squares approximations for linearly-solvable stochastic optimal control problems (Q2887635) (← links)
- Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems (Q3827159) (← links)
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
- Numerical solution of the finite horizon stochastic linear quadratic control problem (Q5355099) (← links)
- A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors (Q6173503) (← links)
