The perturbation method applied to a robust optimization problem with constraint

MaRDI QIDQ6521554arXivFDO

Authors Peng Luo, Alexander Schied, Xiaole Xue

Published in arXiv

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

This page was built for publication: The perturbation method applied to a robust optimization problem with constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6521554)