Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic \(L^1\)-optimal control via forward and backward sampling |
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Statements
Stochastic \(L^1\)-optimal control via forward and backward sampling (English)
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16 November 2018
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stochastic \(L^1\) optimal control
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forward and backward stochastic differential equations
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