Pages that link to "Item:Q680513"
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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)