Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2017.09.004 / rank
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Property / arXiv ID: 1509.02195 / rank
 
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Latest revision as of 00:41, 10 December 2024

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Stochastic optimal control via forward and backward stochastic differential equations and importance sampling
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    Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (English)
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    23 January 2018
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    stochastic control
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    forward and backward stochastic differential equations
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    importance sampling
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