The perturbation method applied to a robust optimization problem with constraint (Q6594801)
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scientific article; zbMATH DE number 7903126
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| English | The perturbation method applied to a robust optimization problem with constraint |
scientific article; zbMATH DE number 7903126 |
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The perturbation method applied to a robust optimization problem with constraint (English)
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28 August 2024
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backward stochastic differential equations
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terminal perturbation
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robust optimization
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0.7419501543045044
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0.7388608455657959
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0.7356520295143127
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0.7283863425254822
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