Pierre Carpentier, Guy Cohen, Anes Dallagi. Particle methods for stochastic optimal control problems. Comp. Opt. and Appl., 56(3):635-674, 2013. [doi]
@article{CarpentierCD13,
title = {Particle methods for stochastic optimal control problems},
author = {Pierre Carpentier and Guy Cohen and Anes Dallagi},
year = {2013},
doi = {10.1007/s10589-013-9579-y},
url = {http://dx.doi.org/10.1007/s10589-013-9579-y},
researchr = {https://researchr.org/publication/CarpentierCD13},
cites = {0},
citedby = {0},
journal = {Comp. Opt. and Appl.},
volume = {56},
number = {3},
pages = {635-674},
}