Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585): Difference between revisions

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Latest revision as of 19:35, 8 July 2024

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Solving stochastic optimal control problems by a Wiener chaos approach
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    Solving stochastic optimal control problems by a Wiener chaos approach (English)
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    1 August 2014
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    stochastic optimal control
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    Markov control
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    Wiener chaos
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    Malliavin calculus
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    direct multiple shooting
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