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"A Level-Set Approach for Stochastic Optimal Control Problems Under ..."

Géraldine Bouveret, Athena Picarelli (2020)

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DOI: 10.1007/S10957-020-01724-8

access: closed

type: Journal Article

metadata version: 2020-09-19

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Géraldine Bouveret, Athena Picarelli:
A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. J. Optim. Theory Appl. 186(3): 779-805 (2020)

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