A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803)
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scientific article; zbMATH DE number 6706191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control |
scientific article; zbMATH DE number 6706191 |
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A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (English)
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19 April 2017
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stochastic control
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Monte Carlo simulation
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electric power systems
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