The following pages link to (Q3574973):
Displaying 26 items.
- Deep learning for time series classification: a review (Q69113) (← links)
- A simulation approach to statistical estimation of multiperiod optimal portfolios (Q444214) (← links)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Dynamic programming principle of control systems on manifolds and its relations to maximum principle (Q890544) (← links)
- Comparing curves in homogeneous spaces (Q1654192) (← links)
- Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation (Q1945372) (← links)
- Optimal energy control strategy design for a hybrid electric vehicle (Q1955992) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- On the best constant in the \(L^p\) estimate for the sharp maximal function (Q2091043) (← links)
- Control over a resource source with minimization of its required capacity (Q2173802) (← links)
- Stabilizing the motion of a low-orbit electrodynamic tether system (Q2290489) (← links)
- Sharp inequalities for BMO functions (Q2340479) (← links)
- (Q3166517) (← links)
- (Q3604335) (← links)
- A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861) (← links)
- Method for solving the Backpack Problem with an additional restriction on the number of items types (Q5053523) (← links)
- Full error analysis for the training of deep neural networks (Q5083408) (← links)
- Burkholder’s function and a weighted 𝐿² bound for stochastic integrals (Q5119252) (← links)
- On the best constant in the estimate related to 𝐻¹-𝐵𝑀𝑂 duality (Q5146558) (← links)
- An extension of a Hardy's inequality and its applications (Q5153582) (← links)
- Linear programming problems on time scales (Q5155706) (← links)
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- An extreme learning machine-based method for computational PDEs in higher dimensions (Q6120177) (← links)
- Sharp estimates for martingale transforms with unbounded transforming sequences (Q6165202) (← links)