The following pages link to (Q4324879):
Displaying 15 items.
- Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794) (← links)
- A note on König and close convexity in minimax theorems (Q306293) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Berge's theorem for noncompact image sets (Q713457) (← links)
- Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045) (← links)
- Numerical aspects of monotone approximations in convex stochastic control problems (Q1896450) (← links)
- Value iteration in average cost Markov control processes on Borel spaces (Q1906804) (← links)
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes (Q2907896) (← links)
- (Q3552450) (← links)
- Minimizing a Quadratic Payoff with Monotone Controls (Q3776944) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- Partially observable Markov decision processes with partially observable random discount factors (Q5878542) (← links)
