Two Approaches to Stochastic Optimal Control Problems with a Final-Time Expectation Constraint
Crossref DOI link: https://doi.org/10.1007/s00245-016-9378-9
Published Online: 2016-09-10
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pfeiffer, Laurent
License valid from 2016-09-10