Dynamical Consistency for Stochastic Optimal Control Problems
august, 2010
Publication type:
Conference without proceedings
Conference:
12th International Conference on Stochastic Programming
BibTeX:
@conference{Car-Cha-Coh-DeL-Gir-2010-1, author={Pierre Carpentier and Jean-Philippe Chancelier and Guy Cohen and Michel De Lara and Pierre Girardeau }, title={Dynamical Consistency for Stochastic Optimal Control Problems }, publisher={12th International Conference on Stochastic Programming }, year={2010 }, month={8}, }