Login / Signup
A Generalized Stochastic Differential Utility.
Ali Lazrak
Marie Claire Quenez
Published in:
Math. Oper. Res. (2003)
Keyphrases
</>
utility function
monte carlo
optimal control problems
data structure
stochastic model
eigenvalue problems
image processing
reinforcement learning
expert systems
expected utility
stochastic programming
stochastic models