Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time

Asgar Jamneshan, Michael Kupper, José Miguel Zapata-García. Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time. J. Optimization Theory and Applications, 186(2):644-666, 2020. [doi]

@article{JamneshanKZ20,
  title = {Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time},
  author = {Asgar Jamneshan and Michael Kupper and José Miguel Zapata-García},
  year = {2020},
  doi = {10.1007/s10957-020-01711-z},
  url = {https://doi.org/10.1007/s10957-020-01711-z},
  researchr = {https://researchr.org/publication/JamneshanKZ20},
  cites = {0},
  citedby = {0},
  journal = {J. Optimization Theory and Applications},
  volume = {186},
  number = {2},
  pages = {644-666},
}