An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (Q3169043): Difference between revisions
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Latest revision as of 01:41, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time |
scientific article |
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An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (English)
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27 April 2011
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stochastic optimization
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stochastic control
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bounds
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time discretization
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stage aggregation
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