A stochastic minimum principle and an adaptive pathwise...

Automatica 2013 / 6 Vol. 49; Iss. 6

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

Parpas, Panos, Webster, Mort
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Volume:
49
Language:
english
Journal:
Automatica
DOI:
10.1016/j.automatica.2013.02.053
Date:
June, 2013
File:
PDF, 574 KB
english, 2013
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