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. |
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| 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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