List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A modified MSA for stochastic control problems Applied Mathematics and Optimization | 2021-10-19 | Paper |
| Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions SIAM Journal on Control and Optimization | 2020-05-26 | Paper |
| Mirror Descent for Stochastic Control Problems with Measure-valued Controls (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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