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Property / author: Cao, Xiren / rank
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Property / author: Tao Lü / rank
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Property / author: Yi-Fan Xu / rank
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Property / author: Cao, Xiren / rank
 
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Property / author: Tao Lü / rank
 
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Property / author: Yi-Fan Xu / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10626-010-0093-4 / rank
 
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Latest revision as of 22:49, 3 July 2024

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Stochastic control via direct comparison
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    Stochastic control via direct comparison (English)
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    30 March 2011
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    dynamic programming
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    Markov decision processes
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    HJB equation
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    performance potentials
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    Poisson equation
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    perturbation analysis
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    sensitivity-based optimization
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