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20142024
most citedBSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

2 citations · 2 across the 5 of their papers we have counts for

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math.OC2023

Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems

Christian Beck, Arnulf Jentzen, Konrad Kleinberg +1

Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision maki…