Dynamic consistency for stochastic optimal control problems
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Publication:1931661
DOI10.1007/s10479-011-1027-8zbMath1255.90124arXiv1005.3605MaRDI QIDQ1931661
Pierre Carpentier, Guy Cohen, Michel De Lara, Pierre Girardeau, Jean-Philippe Chancelier
Publication date: 15 January 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.3605
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