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On the approximation of the optimal control functions in stochastic optimal control problems

Gnecco, Giorgio and Sanguineti, Marcello On the approximation of the optimal control functions in stochastic optimal control problems. Working Paper (Submitted)

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Item Type: Working Paper (Working Paper)
Additional Information: In preparation
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Research Area: Computer Science and Applications
Depositing User: Caterina Tangheroni
Date Deposited: 29 Feb 2016 09:01
Last Modified: 01 Mar 2016 10:41
URI: http://eprints.imtlucca.it/id/eprint/3147

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