"Dynamic consistency for stochastic optimal control problems."

Pierre Carpentier et al. (2012)

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DOI: 10.1007/S10479-011-1027-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau:
Dynamic consistency for stochastic optimal control problems. Ann. Oper. Res. 200(1): 247-263 (2012)

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