An information-based approximation scheme for stochastic optimization problems in continuous time (Q3169043)
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scientific article; zbMATH DE number 5881641
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| English | An information-based approximation scheme for stochastic optimization problems in continuous time |
scientific article; zbMATH DE number 5881641 |
Statements
An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (English)
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27 April 2011
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stochastic optimization
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stochastic control
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bounds
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time discretization
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stage aggregation
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0.7908118367195129
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0.7730355262756348
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0.7718935608863831
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0.7706359624862671
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