Stochastic Control with Imperfect Models (Q3629488)

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Stochastic Control with Imperfect Models
scientific article

    Statements

    title
    Stochastic Control with Imperfect Models (English)
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    author
    Arnab K. Basu
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    Vivek S. Borkar
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    publication date
    27 May 2009
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    zbMATH Keywords
    worst case performance
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    controlled diffusion
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    approximation of linear programs
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    reproducing kernel Hilbert spaces
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    sample complexity
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    credit risk
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    Identifiers

    DOI
    10.1137/060667049
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    Mathematics Subject Classification ID
    93E20
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    93E25
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    90C48
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    91B30
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    90C05
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    90C22
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    zbMATH DE Number
    5558450
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    OpenAlex ID
    W2027577301
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