A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803)
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scientific article; zbMATH DE number 6706191
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| English | A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control |
scientific article; zbMATH DE number 6706191 |
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A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (English)
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19 April 2017
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stochastic control
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Monte Carlo simulation
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electric power systems
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0.8154536485671997
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0.7962548732757568
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0.7948123812675476
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0.7931460738182068
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