Pages that link to "Item:Q4311271"
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The following pages link to Duality and lower bounds in optimal stochastic control (Q4311271):
Displaying 8 items.
- A lower bound for optimal risk in dual control problems (Q372265) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- Dual effect free stochastic controls (Q2507405) (← links)
- A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
- Analysis of approximations of dual control (Q4934152) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- Variance minimization approach for a class of dual control problems (Q5266991) (← links)
- On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (Q6094348) (← links)