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"First- and Second-Order Maximum Principles for Discrete-Time Stochastic ..."

Teng Song, Bin Liu (2024)

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DOI: 10.1109/TAC.2023.3261345

access: closed

type: Journal Article

metadata version: 2024-01-13

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Teng Song, Bin Liu:
First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities. IEEE Trans. Autom. Control. 69(1): 43-54 (2024)

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