"Dynamic programming equations for constrained stochastic control."

Richard C. Chen, Gilmer L. Blankenship (2002)

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DOI: 10.1109/ACC.2002.1023931

access: closed

type: Conference or Workshop Paper

metadata version: 2022-07-26

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Richard C. Chen, Gilmer L. Blankenship:
Dynamic programming equations for constrained stochastic control. ACC 2002: 2014-2022

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