Stochastic optimal control of state constrained systems (Q3015163)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control of state constrained systems |
scientific article |
Statements
Stochastic optimal control of state constrained systems (English)
0 references
8 July 2011
0 references
stochastic optimal control
0 references
state constraints
0 references
path integral
0 references
hybrid Monte Carlo sampling
0 references
adaptive time discretisation
0 references
0 references
0 references
0 references
