Pages that link to "Item:Q2711151"
From MaRDI portal
The following pages link to Diffusion approximation and optimal stochastic control (Q2711151):
Displaying 9 items.
- Approximation of initial loading of infinite-server systems (Q1015336) (← links)
- Linear filtering for wide band noise driven observation systems (Q2399145) (← links)
- On diffusion approximation with discountinuous coefficients. (Q2574527) (← links)
- Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
- Model reduction algorithms for optimal control and importance sampling of diffusions (Q2816523) (← links)
- Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
- Convex Duality Approach to the Optimal Control of Diffusions (Q3469018) (← links)
- (Q3974814) (← links)
- Invariant Kalman filter for correlated wide band noises (Q6563378) (← links)