Pages that link to "Item:Q680513"

The following pages link to Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513):

Displaying 22 items.

• Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
• Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
• Deep learning for constrained utility maximisation (Q2152236) (← links)
• An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• A stochastic optimal regulator for a class of nonlinear systems (Q2299031) (← links)
• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• Model reduction algorithms for optimal control and importance sampling of diffusions (Q2816523) (← links)
• (Q3374282) (← links)
• Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems (Q4622809) (← links)
• Variational approach to rare event simulation using least-squares regression (Q5227583) (← links)
• Learning effective state-feedback controllers through efficient multilevel importance samplers (Q5240668) (← links)
• Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (Q6040292) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) (← links)
• Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control (Q6088349) (← links)
• State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE (Q6165319) (← links)
• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks (Q6172912) (← links)
• Representation of solutions to quadratic 2BSDEs with unbounded terminal values (Q6589434) (← links)
• A neural network approach for stochastic optimal control (Q6598497) (← links)