Pages that link to "Item:Q680513"

The following pages link to Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513):

Displayed 13 items.

• Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) ‎ (← links)
• Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) ‎ (← links)
• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) ‎ (← links)
• Deep learning for constrained utility maximisation (Q2152236) ‎ (← links)
• An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) ‎ (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) ‎ (← links)
• A stochastic optimal regulator for a class of nonlinear systems (Q2299031) ‎ (← links)
• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) ‎ (← links)
• Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems (Q4622809) ‎ (← links)
• Variational approach to rare event simulation using least-squares regression (Q5227583) ‎ (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) ‎ (← links)
• A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) ‎ (← links)
• Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control (Q6088349) ‎ (← links)