A new scalable algorithm for computational optimal control under uncertainty
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Publication:2125017
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Cited in
(8)- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization
- Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
- Control of resource-intensive computations under uncertainty. I. multiparametric model
- Optimal control of ensembles of dynamical systems
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- A new scalable algorithm for computational optimal control under uncertainty
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- A penalty function-based greedy diffusion search algorithm for the optimization of constrained nonlinear dynamical processes with discrete-valued input
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