Aaron Palmer, Dejan Milutinovic. A Hamiltonian approach using partial differential equations for open-loop stochastic optimal control. In American Control Conference, ACC 2011, San Francisco, CA, USA, June 29 - July 1, 2011. pages 2056-2061, IEEE, 2011. [doi]
@inproceedings{PalmerM11, title = {A Hamiltonian approach using partial differential equations for open-loop stochastic optimal control}, author = {Aaron Palmer and Dejan Milutinovic}, year = {2011}, doi = {10.1109/ACC.2011.5991442}, url = {https://doi.org/10.1109/ACC.2011.5991442}, researchr = {https://researchr.org/publication/PalmerM11}, cites = {0}, citedby = {0}, pages = {2056-2061}, booktitle = {American Control Conference, ACC 2011, San Francisco, CA, USA, June 29 - July 1, 2011}, publisher = {IEEE}, isbn = {978-1-4577-0081-1}, }