An Example of Optimal Stochastic Control with Constraints

SIAM Journal on Control 1974 / 08 Vol. 12; Iss. 3

An Example of Optimal Stochastic Control with Constraints

Bismut, Jean-Michel
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Volume:
12
Language:
english
Journal:
SIAM Journal on Control
DOI:
10.1137/0312032
Date:
August, 1974
File:
PDF, 1.11 MB
english, 1974
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