"A stochastic minimum principle and an adaptive pathwise algorithm for ..."

Panos Parpas, Mort Webster (2013)

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DOI: 10.1016/J.AUTOMATICA.2013.02.053

access: closed

type: Journal Article

metadata version: 2020-02-20

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Panos Parpas, Mort Webster:
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control. Autom. 49(6): 1663-1671 (2013)

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