Kengy Barty

Available identifiers

zbMath Open barty.kengyMaRDI QIDQ868975

List of research outcomes

Publication	Date of Publication	Type
Price decomposition in large-scale stochastic optimal control	2010-12-09	Paper
Decomposition of large-scale stochastic optimal control problems	2010-11-24	Paper
A stochastic gradient type algorithm for closed-loop problems	2009-04-24	Paper
Application of kernel-based stochastic gradient algorithms to option pricing	2008-08-11	Paper
Hilbert-Valued Perturbed Subgradient Algorithms	2008-05-27	Paper
On the use of stochastic approximation in recursive estimation	2007-02-26	Paper
Dual effect free stochastic controls	2006-10-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kengy Barty