State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE

Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou, Farshad Khorrami. State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE. Automatica, 155:111146, September 2023. [doi]

Abstract

Abstract is missing.