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Fackeldey, Konstantin

  1. Approximative Policy Iteration for Exit Time Feedback Control Problems driven by Stochastic Differential Equations using Tensor Train format
    2020/10/09 by Konstantin Fackeldey, Fackeldey, Konstantin, Mathias Oster +5 · 1 citation
    Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications