Ioannis Exarchos, Evangelos A. Theodorou. Learning optimal control via forward and backward stochastic differential equations. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 2155-2161, IEEE, 2016. [doi]
@inproceedings{ExarchosT16,
title = {Learning optimal control via forward and backward stochastic differential equations},
author = {Ioannis Exarchos and Evangelos A. Theodorou},
year = {2016},
doi = {10.1109/ACC.2016.7525237},
url = {https://doi.org/10.1109/ACC.2016.7525237},
researchr = {https://researchr.org/publication/ExarchosT16},
cites = {0},
citedby = {0},
pages = {2155-2161},
booktitle = {2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016},
publisher = {IEEE},
isbn = {978-1-4673-8682-1},
}