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Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value

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https://hal.univ-lorraine.fr/hal-01725388
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Submitted on : Wednesday, March 7, 2018 - 2:04:52 PM
Last modification on : Tuesday, March 17, 2020 - 2:19:13 AM

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Ivan Savin, Dmitri Blueschke. Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value. Computational Economics, Springer Verlag, 2016, 48 (2), pp.317 - 338. ⟨10.1007/s10614-015-9526-3⟩. ⟨hal-01725388⟩

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