Projects funded by the NCN
Nonstandard stochastic control problems with applications
2024/53/B/ST1/00703
Keywords:
stochastic control mathematics of finance stochastic processes Markov processes optimization Markov decision processes asymptotics
Descriptors:
- ST1_18: Control theory and optimisation
- ST1_13: Probability and statistics
- ST1_17: Applied mathematics
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Instytut Matematyczny Polskiej Akademii Nauk
woj.
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 27 - announced on 2024-03-21
Amount awarded: 470 554 PLN
Project start date (Y-m-d): 2025-01-09
Project end date (Y-m-d): 2028-01-08
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
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