A probabilistic max-plus numerical method for solving stochastic control problems

Marianne Akian, Eric Fodjo. A probabilistic max-plus numerical method for solving stochastic control problems. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 7392-7397, IEEE, 2016. [doi]

Abstract

Abstract is missing.