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
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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Uses Software
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