Pages that link to "Item:Q3162600"
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The following pages link to Regression Methods for Stochastic Control Problems and Their Convergence Analysis (Q3162600):
Displayed 19 items.
- MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- An adaptive online learning algorithm for distributed convex optimization with coupled constraints over unbalanced directed graphs (Q2318770) (← links)
- Distributed stochastic subgradient projection algorithms based on weight-balancing over time-varying directed graphs (Q2331322) (← links)
- Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement (Q4604901) (← links)
- Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
- An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (Q5039275) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS (Q5369448) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)