Regression Monte Carlo for impulse control
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Publication:2094845
DOI10.5802/msia.18OpenAlexW4297324064MaRDI QIDQ2094845
Publication date: 8 November 2022
Published in: MathematicS In Action (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.06539
Monte Carlo methods (65C05) Optimal stochastic control (93E20) Impulsive optimal control problems (49N25) Impulsive control/observation systems (93C27)
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