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]
@inproceedings{AkianF16,
title = {A probabilistic max-plus numerical method for solving stochastic control problems},
author = {Marianne Akian and Eric Fodjo},
year = {2016},
doi = {10.1109/CDC.2016.7799411},
url = {http://dx.doi.org/10.1109/CDC.2016.7799411},
researchr = {https://researchr.org/publication/AkianF16},
cites = {0},
citedby = {0},
pages = {7392-7397},
booktitle = {55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016},
publisher = {IEEE},
isbn = {978-1-5090-1837-6},
}