Pages that link to "Item:Q522803"
From MaRDI portal
The following pages link to A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803):
Displaying 9 items.
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter (Q682826) (← links)
- Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme (Q2042568) (← links)
- A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
- On the information-based complexity of stochastic programming (Q2450744) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- Particle methods for stochastic optimal control problems (Q2636612) (← links)
- An effective gradient projection method for stochastic optimal control (Q2865642) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
