Pages that link to "Item:Q5139676"
From MaRDI portal
The following pages link to Computable Primal and Dual Bounds for Stochastic Control (Q5139676):
Displaying 4 items.
- Performance bounds for linear stochastic control (Q1016592) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- Duality and lower bounds in optimal stochastic control (Q4311271) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)