Pages that link to "Item:Q744373"
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The following pages link to Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373):
Displaying 8 items.
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450) (← links)
