Dynamic consistency for stochastic optimal control problems
Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara; Pierre Girardeau
| Year of publication: |
2012
|
|---|---|
| Authors: | Carpentier, Pierre ; Chancelier, Jean-Philippe ; Cohen, Guy ; De Lara, Michel ; Girardeau, Pierre |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 200.2012, p. 247-263
|
| Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688648