Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time

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JAMNESHAN, Asgar, Michael KUPPER, José Miguel ZAPATA-GARCÍA, 2020. Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time. In: Journal of Optimization Theory and Applications. Springer. 186(2), pp. 644-666. ISSN 0022-3239. eISSN 1573-2878. Available under: doi: 10.1007/s10957-020-01711-z

@article{Jamneshan2020-08Param-50449, title={Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time}, year={2020}, doi={10.1007/s10957-020-01711-z}, number={2}, volume={186}, issn={0022-3239}, journal={Journal of Optimization Theory and Applications}, pages={644--666}, author={Jamneshan, Asgar and Kupper, Michael and Zapata-García, José Miguel} }

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