A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527)
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scientific article
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| English | A level-set approach for stochastic optimal control problems under controlled-loss constraints |
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A level-set approach for stochastic optimal control problems under controlled-loss constraints (English)
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10 September 2020
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Hamilton-Jacobi-Bellman equations
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viscosity solutions
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optimal control
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expectation constraints
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0.8354998826980591
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0.8130505681037903
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0.8021630048751831
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0.7930482625961304
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