Stochastic Optimal Control Problems with Control and...

Stochastic Optimal Control Problems with Control and Initial-Final States Constraints

Frankowska, Hélène, Zhang, Haisen, Zhang, Xu
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Volume:
56
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/17M112186X
Date:
January, 2018
File:
PDF, 357 KB
english, 2018
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