scholarly journals Regression Methods for Stochastic Control Problems and Their Convergence Analysis

2010 ◽  
Vol 48 (5) ◽  
pp. 3562-3588 ◽  
Author(s):  
Denis Belomestny ◽  
Anastasia Kolodko ◽  
John Schoenmakers
Keyword(s):  
Convergence Analysis ◽  
Stochastic Control ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Regression Methods

Regression Methods for Stochastic Control Problems

2008 ◽  
Author(s):  
Denis Belomestny ◽  
Anastasia Kolodko ◽  
John Schoenmakers
Keyword(s):  
Stochastic Control ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Regression Methods
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