A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (2013)
Attributed to:
SI2-CHE: ExTASY: Extensible Tools for Advanced Sampling and analYsis
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.automatica.2013.02.053
Publication URI: http://dx.doi.org/10.1016/j.automatica.2013.02.053
Type: Journal Article/Review
Parent Publication: Automatica
Issue: 6