Pages that link to "Item:Q1624907"

The following pages link to Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907):

Displaying 16 items.

• Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
• Resource-aware time-optimal control with multiple sparsity measures (Q2059349) (← links)
• Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136) (← 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)
• Sparse optimal stochastic control (Q2663940) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
• On sampling controlled stochastic approximation (Q3981754) (← links)
• Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls (Q6042790) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Time‐optimal <i>L</i>¹/<i>L</i>² norms optimal control for linear time‐invariant systems (Q6078843) (← links)
• Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control (Q6088349) (← links)
• Sparse control for continuous‐time systems (Q6136594) (← links)
• State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE (Q6165319) (← links)