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"Duality and Approximation of Stochastic Optimal Control Problems under ..."

Laurent Pfeiffer, Xiaolu Tan, Yu-Long Zhou (2021)

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DOI: 10.1137/20M1349886

access: closed

type: Journal Article

metadata version: 2021-12-15

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Laurent Pfeiffer, Xiaolu Tan, Yu-Long Zhou:
Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints. SIAM J. Control. Optim. 59(5): 3231-3260 (2021)

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