Hélène Frankowska, Haisen Zhang, Xu Zhang. Stochastic Optimal Control Problems with Control and Initial-Final States Constraints. SIAM J. Control and Optimization, 56(3):1823-1855, 2018. [doi]
@article{FrankowskaZZ18,
title = {Stochastic Optimal Control Problems with Control and Initial-Final States Constraints},
author = {Hélène Frankowska and Haisen Zhang and Xu Zhang},
year = {2018},
doi = {10.1137/17M112186X},
url = {https://doi.org/10.1137/17M112186X},
researchr = {https://researchr.org/publication/FrankowskaZZ18},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {56},
number = {3},
pages = {1823-1855},
}