Pages that link to "Item:Q1934408"
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The following pages link to A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408):
Displaying 4 items.
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- The Lagrange method of optimization with applications to portfolio and investment decisions (Q1350634) (← links)
- Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)