A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803): Difference between revisions

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Latest revision as of 16:24, 13 July 2024

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A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control
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    A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (English)
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    19 April 2017
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    stochastic control
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    Monte Carlo simulation
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    electric power systems
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