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"Infinite Horizon Stochastic Optimal Control Problems with Running Maximum ..."

Axel Kröner, Athena Picarelli, Hasnaa Zidani (2018)

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DOI: 10.1137/17M115253X

access: closed

type: Journal Article

metadata version: 2020-10-26

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Axel Kröner, Athena Picarelli, Hasnaa Zidani:
Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost. SIAM J. Control. Optim. 56(5): 3296-3319 (2018)

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