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Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria.

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Title: Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria.
Authors: Pradhan, Somnath1 (AUTHOR) sp165@queensu.ca, Yüksel, Serdar1 (AUTHOR) yuksel@queensu.ca
Source: Mathematics of Operations Research (INFORMS). Nov2024, Vol. 49 Issue 4, p2049-2077. 29p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2022.0134