A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (2013)

First Author: Parpas P
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