Regression Methods for Stochastic Control Problems and Their Convergence Analysis (Q3162600): Difference between revisions
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| Property / author: John G. M. Schoenmakers / rank | |||
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Latest revision as of 02:12, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression Methods for Stochastic Control Problems and Their Convergence Analysis |
scientific article |
Statements
Regression Methods for Stochastic Control Problems and Their Convergence Analysis (English)
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20 October 2010
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optimal stochastic control
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regression methods
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convergence analysis
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