Open AccessDuality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints
Author(s) -
Laurent Pfeiffer,
Xiaolu Tan,
Yulong Zhou
Publication year - 2021
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.486
H-Index - 116
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/20m1349886
Subject(s) - duality (order theory) , mathematics , optimal control , stochastic control , subject (documents) , mathematical economics , mathematical optimization , control (management) , regular polygon , combinatorics , computer science , artificial intelligence , geometry , library science
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