Blar i Institutt for matematiske fag på forfatter "Jakobsen Espen R."
-
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 ...