Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665)
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scientific article; zbMATH DE number 6877186
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| English | Two approaches to stochastic optimal control problems with a final-time expectation constraint |
scientific article; zbMATH DE number 6877186 |
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Two approaches to stochastic optimal control problems with a final-time expectation constraint (English)
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31 May 2018
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stochastic optimal control
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expectation and probability constraints
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dynamic programming
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Lagrange relaxation
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0.8221771717071533
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0.8085085153579712
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0.8059362173080444
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0.8029772639274597
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