Stochastic Control with Imperfect Models (Q3629488)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Control with Imperfect Models |
scientific article |
Statements
Stochastic Control with Imperfect Models (English)
0 references
27 May 2009
0 references
worst case performance
0 references
controlled diffusion
0 references
approximation of linear programs
0 references
reproducing kernel Hilbert spaces
0 references
sample complexity
0 references
credit risk
0 references