Dynamic consistency for stochastic optimal control problems
| Year of publication: |
2012
|
|---|---|
| Authors: | Carpentier, Pierre ; Chancelier, Jean-Philippe ; Cohen, Guy ; Lara, Michel ; Girardeau, Pierre |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 200.2012, 1, p. 247-264
|