Edinburgh Research Explorer

Lukas Szpruch

Reader, Programme Director (ATI)

Willingness to take PhD students: Yes

Backward Stochastic Differential Equations - Numerics and Financial applications.

Research outputs

  1. A modified MSA for stochastic control problems

    Research output: Contribution to journal › Article › peer-review

  2. Nonasymptotic bounds for sampling algorithms without log-concavity

    Research output: Contribution to journal › Article › peer-review

  3. Exponential Convergence and stability of Howards's Policy Improvement Algorithm for Controlled Diffusions

    Research output: Contribution to journal › Article › peer-review

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ID: 5249870