Pages that link to "Item:Q4684783"
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The following pages link to Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783):
Displaying 6 items.
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity (Q5232245) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)