Dynamic consistency for stochastic optimal control problems
Year of publication: |
2012
|
---|---|
Authors: | Carpentier, Pierre ; Chancelier, Jean-Philippe ; Cohen, Guy ; De Lara, Michel ; Girardeau, Pierre |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 247-263
|
Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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