Dynamical Consistency for Stochastic Optimal Control Problems

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen,
Michel De Lara and Pierre Girardeau
august, 2010
Publication type:
Conference without proceedings
Workshop:
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},
}