Pages that link to "Item:Q3382780"
From MaRDI portal
The following pages link to Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780):
Displaying 6 items.
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space (Q6105325) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
