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Error Analysis of Sampling Algorithms for Approximating Stochastic Optimal Control

Anant A. Joshi, Amirhossein Taghvaei, Prashant G. Mehta. Error Analysis of Sampling Algorithms for Approximating Stochastic Optimal Control. In 64th IEEE Conference on Decision and Control, CDC 2025, Rio de Janeiro, Brazil, December 9-12, 2025. pages 345-350, IEEE, 2025. [doi]

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