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"A martingale approach and time-consistent sampling-based algorithms for ..."

Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli (2014)

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DOI: 10.1109/CDC.2014.7039669

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cdc/HuynhKF14
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Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli:
A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control. CDC 2014: 1858-1865

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