4. Mathematics
  5. Optimization and Control

Pierre Carpentier

Mathematics – Optimization and Control

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Decomposition of large-scale stochastic optimal control problems

Mathematics – Optimization and Control
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Dynamic consistency for Stochastic Optimal Control problems

Mathematics – Optimization and Control
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Particle Methods For Stochastic Optimal Control Problems

Mathematics – Optimization and Control
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Price decomposition in large-scale stochastic optimal control

Mathematics – Optimization and Control
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