An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (Q3169043)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time |
scientific article |
Statements
An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (English)
0 references
27 April 2011
0 references
stochastic optimization
0 references
stochastic control
0 references
bounds
0 references
time discretization
0 references
stage aggregation
0 references
