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• A Stochastic Gradient Descent Approach for Stochastic Optimal Control

  Richard Archibald, Feng Bao, Jiongmin Yong

  2020-08-15

  63639 3580 Pages:635-658

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten, Anton Abdulbasah Kamil

  2018-03-21

  37577 4659 Pages:89-96

• Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs

  Nary Kim, Hyung-Chun Lee

  2018-02-09

  36598 4281 Pages:166-188

• On Optimal Cash Management under a Stochastic Volatility Model

  Na Song, Wai-Ki Ching, Tak-Kuen Su, Cedric Ka-Fai Yiu

  2018-02-09

  40559 4950 Pages:81-92

• Multivariate Feedback Particle Filter Rederived from the Splitting-Up Scheme

  Huimin Miao, Xue Luo

  2024-04-16

  21131 2008 Pages:314-341

• Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes

  Xiaoyi Zhang, Junyi Guo

  2020-05-04

  43939 4880 Pages:22-39