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  • Search: subject:"Adaptive robust dynamic programming"
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Subject
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Adaptive robust dynamic programming 1 Artificial intelligence 1 Control theory 1 Copula 1 Decision under uncertainty 1 Dynamic programming 1 Dynamische Optimierung 1 Entscheidung unter Unsicherheit 1 Kontrolltheorie 1 Künstliche Intelligenz 1 Machine learning 1 Markov chain 1 Markov-Kette 1 Markovian control problem 1 Mathematical programming 1 Mathematische Optimierung 1 Model uncertainty 1 Modellierung 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Non-parametric adaptive robust control 1 Nonparametric statistics 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Robust statistics 1 Robustes Verfahren 1 Scientific modelling 1 Stochastic control 1 Stochastic gradient descent ascent 1 Stochastic process 1 Stochastischer Prozess 1 Utility maximization 1 Wasserstein distance 1
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Article 1
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Aufsatz im Buch 1 Book section 1
Language
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English 1
Author
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Bayraktar, Erhan 1 Chen, Tao 1
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Peter Carr Gedenkschrift : research advances in mathematical finance 1
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ECONIS (ZBW) 1
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Data-driven non-parametric robust control under dependence uncertainty
Bayraktar, Erhan; Chen, Tao - In: Peter Carr Gedenkschrift : research advances in …, (pp. 141-178). 2024
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