A survey of numerical solutions for stochastic control problems: some recent progress
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Publication:2673253
DOI10.3934/NACO.2022004zbMATH Open1492.93202OpenAlexW4212856891MaRDI QIDQ2673253FDOQ2673253
Authors: Zhuo Jin, Ming Qiu, George Yin, Ky Tran 
Publication date: 9 June 2022
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/naco.2022004
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Cited In (6)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.
- Discrete approximations of controlled stochastic systems with memory: a survey
- Recent developments in machine learning methods for stochastic control and games
- Numerical methods for controlled switching diffusions
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
- Razumikhin technique for stabilisation of highly nonlinear hybrid systems by bounded discrete-time state feedback control working intermittently
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