Price decomposition in large-scale stochastic optimal control

2010
Publication type:
Paper in peer-reviewed journals
BibTeX:
@article{Bar-Car-Coh-Gir-2010,
    author={Kengy Barty and Pierre Carpentier and Guy Cohen and Pierre 
           Girardeau },
    title={Price decomposition in large-scale stochastic optimal control },
    year={2010 },
}