Pages that link to "Item:Q1624907"
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The following pages link to Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907):
Displaying 11 items.
- Resource-aware time-optimal control with multiple sparsity measures (Q2059349) (← links)
- Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- A stochastic optimal regulator for a class of nonlinear systems (Q2299031) (← links)
- Sparse optimal stochastic control (Q2663940) (← links)
- Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
- Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls (Q6042790) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- Time‐optimal <i>L</i><sup>1</sup>/<i>L</i><sup>2</sup> norms optimal control for linear time‐invariant systems (Q6078843) (← links)
- Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control (Q6088349) (← links)
- Sparse control for continuous‐time systems (Q6136594) (← links)
