Pages that link to "Item:Q2465385"
From MaRDI portal
The following pages link to Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385):
Displayed 3 items.
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)