Pages that link to "Item:Q2963496"
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The following pages link to Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496):
Displaying 5 items.
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon (Q1797131) (← links)
- Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
- Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls (Q6042790) (← links)