Tony Huschto

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The asymptotic error of chaos expansion approximations for stochastic differential equations
Modern Stochastics. Theory and Applications
2019-10-08Paper
Numerical methods for random parameter optimal control and the optimal control of stochastic differential equations2015-02-11Paper
Solving stochastic optimal control problems by a Wiener chaos approach
Vietnam Journal of Mathematics
2014-08-01Paper
Numerical solution of a conspicuous consumption model with constant control delay
Automatica
2011-11-03Paper


Research outcomes over time


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