Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
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See the review in Zbl 0749.93080.
Cited in
(4)- Dynamic diagnostic and decision procedures under uncertainty
- Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method
- Computable Primal and Dual Bounds for Stochastic Control
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