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1

Pathwise Information States and Dynamic Programming Equations for Decentralized Stochastic Optimal Control
Charalambous, Charalambos D.
2025 European Control Conference (ECC) Control Conference (ECC), 2025 European. :1993-1998 Jun, 2025

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2

Controlled rough SDEs, pathwise stochastic control and dynamic programming principles
Friz, Peter K. ; Lê, Khoa ; Zhang, Huilin

Probability 60L20, 60H10
Report
3

Pathwise Dynamic Programming
Bender, Christian ; Gärtner, Christian ; Schweizer, Nikolaus
Mathematics of Operations Research, 2018 Aug 01. 43(3), 965-995.

Fachzeitschrift
4

Dynamic Programming and Information States for Decentralized Stochastic Control with Delayed Sharing Patterns
Charalambous, Charalambos D.
2025 IEEE International Symposium on Information Theory (ISIT) Information Theory (ISIT), 2025 IEEE International Symposium on. :1-6 Jun, 2025

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5

Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Hinz, Juri ; Tarnopolskaya, Tanya ; Yee, Jeremy
Annals of Operations Research. March, 2020, Vol. 286 Issue 1-2, p583, 33 p.

Fachzeitschrift
6

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7

Pathwise Optimization for Optimal Stopping Problems
Desai, Vijay V. ; Farias, Vivek F. ; Moallemi, Ciamac C.
Management Science, 2012 Dec 01. 58(12), 2292-2308.

Fachzeitschrift
8

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9

A model‐free approach to continuous‐time finance.
Chiu, Henry ; Cont, Rama
Mathematical Finance. Apr2023, Vol. 33 Issue 2, p257-273. 17p.

DYNAMIC programming DIFFERENTIAL games MARTINGALES (Mathematics... CALCULUS FUNCTIONALS
Fachzeitschrift
10

Optimal smooth consumption and its trade-offs.
Hornung, Philipp Carsten ; Steffensen, Mogens
Mathematical Methods of Operations Research. Aug2025, Vol. 102 Issue 1, p29-78. 50p.

CONSUMPTION (Economics) DYNAMIC programming PENSION trusts STOCHASTIC analysis MARKET volatility RESOURCE allocation
Fachzeitschrift
11

Ergodic control of continuous-time Markov chains with pathwise constraints
Prieto-Rumeau, Tomas ; Hernandez-Lerma, Onesimo
Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on. :2640-2645 Dec, 2009

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14

A note on an LQG regulator with Markovian switching and pathwise average cost
Ghosh, M.K. ; Arapostathis, A. ; Marcus, S.I.
IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 40(11):1919-1921 Nov, 1995

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15

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16

Reinforcement Learning and Approximate Dynamic Programming for Feedback Control
Frank L. Lewis, Editor ; Derong Liu, Editor ; Frank L. Lewis ; et al.

Buch
17

Efficient Inference for Inverse Reinforcement Learning and Dynamic Discrete Choice Models
van der Laan, Lars ; Bibaut, Aurelien ; Kallus, Nathan

Machine Learning Statistics Theory
Report
18

rcss: Subgradient and duality approach for dynamic programming
Hinz, Juri ; Yee, Jeremy

Computer Science - Mathe...
Report
20

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