https://www.arxiv.org/abs/1401.1022
Abstract page for arXiv paper 1401.1022: On Using Control Variates with Stochastic Approximation for Variational Bayes and its Connection to Stochastic Linear...
control variatesstochastic approximationusing
https://www.mdpi.com/books/reprint/2421-applications-of-stochastic-optimal-control-to-economics-and-finance
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics,...
optimal controlapplicationsstochasticeconomicsfinance