Pages that link to "Item:Q4659534"
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The following pages link to AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534):
Displaying 21 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
- Conditional quantile estimation through optimal quantization (Q464580) (← links)
- Optimal quantization applied to sliced inverse regression (Q645618) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763) (← links)
- Change-point detection for piecewise deterministic Markov processes (Q1716530) (← links)
- Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
- Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Stochastic optimal control of state constrained systems (Q3015163) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
- Universal<i>L<sup>s</sup></i>-rate-optimality of<i>L<sup>r</sup></i>-optimal quantizers by dilatation and contraction (Q5851019) (← links)
