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Decomposition of convex high dimensional aggregative stochasticcontrol problems - MaRDI portal

Decomposition of convex high dimensional aggregative stochasticcontrol problems

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Publication:6347543

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DOI10.1007/S00245-023-09977-1zbMath1512.93153arXiv2008.09827MaRDI QIDQ6347543

Adrien Seguret, Antonio De Paola, Vincenzo Trovato, Joseph Frédéric Bonnans, Clémence Alasseur, Nadia Oudjane

Publication date: 22 August 2020

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Dynamic programming (90C39) Optimal stochastic control (93E20)

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