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"Particle methods for stochastic optimal control problems."

Pierre Carpentier, Guy Cohen, Anes Dallagi (2013)

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DOI: 10.1007/S10589-013-9579-Y

access: closed

type: Journal Article

metadata version: 2020-07-14

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  - https://dblp.org/rec/journals/coap/CarpentierCD13
Pierre Carpentier, Guy Cohen, Anes Dallagi:
Particle methods for stochastic optimal control problems. Comput. Optim. Appl. 56(3): 635-674 (2013)

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