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"An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon ..."

Hyeong Soo Chang et al. (2007)

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DOI: 10.1109/TAC.2006.887917

access: closed

type: Journal Article

metadata version: 2020-05-20

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Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus:
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. IEEE Trans. Autom. Control. 52(1): 89-94 (2007)

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