The following pages link to Pathwise Dynamic Programming (Q5219679):
Displayed 3 items.
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)