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Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators
Lauriere, M., Li, Z., Mertz, L., Wylie, J., Zuo, S., Bouchard, B., Chassagneux, J.-F., Delarue, F., Gobet, E., Lelong, J.Volume:
65
Year:
2019
Language:
english
Journal:
ESAIM: Proceedings and Surveys
DOI:
10.1051/proc/201965425
File:
PDF, 4.67 MB
english, 2019