Conference
A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control
| Τίτλος: | A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control |
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| Συγγραφείς: | Huynh, Vu Anh, Kogan, Leonid, Frazzoli, Emilio |
| Πηγή: | 53rd IEEE Conference on Decision and Control Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on. :1858-1865 Dec, 2014 |
| Relation: | 2014 IEEE 53rd Annual Conference on Decision and Control (CDC) |
| Βάση Δεδομένων: | IEEE Xplore Digital Library |
| ISBN: | 9781479977468 9781479977451 9781467360906 |
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| ISSN: | 01912216 |
| DOI: | 10.1109/CDC.2014.7039669 |