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

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-.1016/j.automatica.2017.09.004
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+Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+Importance Sampling for Backward SDEs
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+.1016/J.AUTOMATICA.2017.09.004
@@ Property / DOI: 10.1016/J.AUTOMATICA.2017.09.004 / rank @@
+Normal rank