Carlo Savorgnan, Jean B. Lasserre, Moritz Diehl. Discrete-time stochastic optimal control via occupation measures and moment relaxations. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 519-524, IEEE, 2009. [doi]
Abstract is missing.