Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints
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Publication:3382780
DOI10.1137/20M1349886zbMath1471.93283arXiv2007.00561OpenAlexW3200056151MaRDI QIDQ3382780
Laurent Pfeiffer, Xiaolu Tan, Yu-Long Zhou
Publication date: 22 September 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.00561
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