A multilevel approach for stochastic nonlinear optimal control
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Publication:5863708
DOI10.1080/00207179.2020.1849805zbMath1492.93201arXiv1901.05583OpenAlexW3106433142MaRDI QIDQ5863708
Adrian N. Bishop, Ajay Jasra, Jeremy Heng, Yaxian Xu
Publication date: 3 June 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.05583
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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