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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.
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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Header DbId: aci
DbLabel: Applied Science & Technology Source
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        Value: 10.1007/s10957-020-01724-8
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      – Code: eng
        Text: English
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        PageCount: 27
        StartPage: 779
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      – TitleFull: A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints.
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            NameFull: Bouveret, Géraldine
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              M: 09
              Text: Sep2020
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              Y: 2020
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