Stochastic optimal control for nonlinear markov jump diffusion processes

Evangelos A. Theodorou, Emanuel Todorov. Stochastic optimal control for nonlinear markov jump diffusion processes. In American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012. pages 1633-1639, IEEE, 2012. [doi]

@inproceedings{TheodorouT12-0,
  title = {Stochastic optimal control for nonlinear markov jump diffusion processes},
  author = {Evangelos A. Theodorou and Emanuel Todorov},
  year = {2012},
  url = {http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=6315408},
  researchr = {https://researchr.org/publication/TheodorouT12-0},
  cites = {0},
  citedby = {0},
  pages = {1633-1639},
  booktitle = {American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012},
  publisher = {IEEE},
  isbn = {978-1-4577-1095-7},
}