Particle methods for stochastic optimal control problems (Q2636612)
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scientific article
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| English | Particle methods for stochastic optimal control problems |
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Particle methods for stochastic optimal control problems (English)
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30 January 2014
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numerical solution
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stochastic optimal control problems
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stochastic dynamic programming
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feedback synthesis
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optimality conditions
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adaptive mesh discretization method
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0.7491143941879272
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0.7490212917327881
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