A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control

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Publication:522803

DOI10.1016/j.automatica.2013.02.053zbMath1360.93783OpenAlexW2158399406MaRDI QIDQ522803

Panos Parpas, Mort Webster

Publication date: 19 April 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/99483



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