Duality and approximation of stochastic optimal control problems under expectation constraints (Q3382780)
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scientific article; zbMATH DE number 7398750
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| English | Duality and approximation of stochastic optimal control problems under expectation constraints |
scientific article; zbMATH DE number 7398750 |
Statements
Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (English)
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22 September 2021
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stochastic optimal control
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convex duality
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numerical approximation
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0.8221771717071533
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0.8113486170768738
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0.8039869070053101
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0.8021240830421448
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0.8002658486366272
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