Pathwise Stochastic Optimal Control

DOI10.1137/050642885zbMath1155.90019OpenAlexW2156040550MaRDI QIDQ3506540

L. C. G. Rogers

Publication date: 16 June 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c7b542466c7f7c7ff7ab58a1b4f5a42984ee15be

zbMATH Keywords

dynamic programmingdeterministicstochasticpathwise optimization

Mathematics Subject Classification ID

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