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Duality and Approximation of Stochastic Optimal Control Pro..:
Pfeiffer, Laurent
;
Tan, Xiaolu
;
Zhou, Yu-Long
SIAM Journal on Control and Optimization. 59 (2021) 5 - p. 3231-3260 , 2021
Link:
https://doi.org/10.1137/20m1349886
RT Journal T1 <Title>Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_20m1349886&Exemplar=1&LAN=DE A1 Pfeiffer, Laurent A1 Tan, Xiaolu A1 Zhou, Yu-Long PB Society for Industrial & Applied Mathematics (SIAM) YR 2021 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 59 IS 5 SP 3231 OP 3260 LK http://dx.doi.org/https://doi.org/10.1137/20m1349886 DO https://doi.org/10.1137/20m1349886 SF ELIB - SuUB Bremen
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