Kengy Barty

Available identifiers

zbMath Open barty.kengyMaRDI QIDQ868975

List of research outcomes

Publication	Date of Publication	Type
Price decomposition in large-scale stochastic optimal control	2010-12-09	Paper
Decomposition of large-scale stochastic optimal control problems	2010-11-24	Paper
A stochastic gradient type algorithm for closed-loop problems	2009-04-24	Paper
Application of kernel-based stochastic gradient algorithms to option pricing	2008-08-11	Paper
Hilbert-Valued Perturbed Subgradient Algorithms	2008-05-27	Paper
On the use of stochastic approximation in recursive estimation	2007-02-26	Paper
Dual effect free stochastic controls	2006-10-11	Paper

Research outcomes over time

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