Johannes Leitner. Optimal Control of Favorable Games with Expected Loss Constraint. SIAM J. Control and Optimization, 45(2):483-495, 2006. [doi]
@article{Leitner06-0,
title = {Optimal Control of Favorable Games with Expected Loss Constraint},
author = {Johannes Leitner},
year = {2006},
doi = {10.1137/050623231},
url = {http://dx.doi.org/10.1137/050623231},
tags = {constraints},
researchr = {https://researchr.org/publication/Leitner06-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {45},
number = {2},
pages = {483-495},
}