Empirical variance minimization with applications in variance reduction and optimal control
From MaRDI portal
Publication:2137023
DOI10.3150/21-BEJ1392MaRDI QIDQ2137023
Leonid Iosipoi, Quentin Paris, Nikita Zhivotovskiy, Denis Belomestny
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.04667
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