A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control |
scientific article |
Statements
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (English)
0 references
19 April 2017
0 references
