Pages that link to "Item:Q5107968"

The following pages link to On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968):

Displaying 9 items.

• Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
• Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
• Logarithmic transformations for discrete-time, finite-horizon stochastic control problems (Q1105560) (← links)
• Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
• Numerical schemes for dicontinuous value functions of optimal control (Q1583987) (← links)
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
• (Q3698635) (← links)
• Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)