A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253)
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scientific article; zbMATH DE number 7538859
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| English | A survey of numerical solutions for stochastic control problems: some recent progress |
scientific article; zbMATH DE number 7538859 |
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A survey of numerical solutions for stochastic control problems: some recent progress (English)
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9 June 2022
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Markov chain approximation
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deep learning
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singular control
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harvesting
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SIS model
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debt management
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0.8834147453308105
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0.8663870692253113
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0.8376604318618774
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0.8127824664115906
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0.8054847121238708
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