Blar i NTNU Open på forfatter "Legrand, Théophile"
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On the convergence rate for piece-wise constant policy approximation of stochastic optimal control problem
Legrand, Théophile (Master thesis, 2023)The goal of this thesis is to build on the method and result of \parencite{Espen_piecewiseconstant} to improve the bound between the optimal value function and the piece-wise constant control one in stochastic control ...