The δ - sensitivity and its application to stochastic optimal control of nonlinear diffusions

Evangelos A. Theodorou, Emo Todorov. The δ - sensitivity and its application to stochastic optimal control of nonlinear diffusions. In American Control Conference, ACC 2013, Washington, DC, USA, June 17-19, 2013. pages 4209-4214, IEEE, 2013. [doi]

Abstract

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