Stochastic Control with Imperfect Models (Q3629488)
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scientific article; zbMATH DE number 5558450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Control with Imperfect Models |
scientific article; zbMATH DE number 5558450 |
Statements
Stochastic Control with Imperfect Models (English)
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27 May 2009
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worst case performance
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controlled diffusion
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approximation of linear programs
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reproducing kernel Hilbert spaces
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sample complexity
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credit risk
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0.9109428
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0.9084322
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0.90556425
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0.9024242
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