A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints.
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| Title: | A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. |
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| Authors: | Bouveret, Géraldine1, geraldine.bouveret@ntu.edu.sg, Picarelli, Athena2 |
| Source: | Journal of Optimization Theory & Applications; Sep2020, Vol. 186 Issue 3, p779-805, 27p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 00223239 |
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| DOI: | 10.1007/s10957-020-01724-8 |
