"Robustness of Stochastic Optimal Control to Approximate Diffusion Models ..."

Somnath Pradhan, Serdar Yüksel (2024)

> Home

Details and statistics

DOI: 10.1287/MOOR.2022.0134

access: closed

type: Journal Article

metadata version: 2025-01-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mor/PradhanY24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mor/PradhanY24
Somnath Pradhan, Serdar Yüksel:
Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria. Math. Oper. Res. 49(4): 2049-2077 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.