"First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic ..."

Riccardo Bonalli, Benoît Bonnet (2023)

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DOI: 10.1137/22M1489137

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type: Journal Article

metadata version: 2023-08-13

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Riccardo Bonalli, Benoît Bonnet:
First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems. SIAM J. Control. Optim. 61(3): 1881-1909 (2023)

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