Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
From MaRDI portal
(Redirected from Publication:685012)
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
This page was built for publication: Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q685012)
