Pages that link to "Item:Q3827159"
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The following pages link to Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems (Q3827159):
Displaying 4 items.
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)