Add to ORKGIn this paper we consider discrete time stochastic optimal control prob- lems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic Programming Equations can be computed degree by degree
Abstract. In this paper we study discrete-time, finite horizon stochastic systems with multivalued d...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
In this paper, an approach to the finite-horizon optimal state-feedback control problem of nonlinear...
International audienceIn this work we consider the time discretization of stochastic optimal control...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
AbstractThe stochastic version of classical discrete optimal control problems with a finite set of s...
In this paper we construct high-order approximate solutions to the value function and optimal contro...
This course covers the basic models and solution techniques for problems of sequential decision maki...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
Discrete-time stochastic optimal control problems are stated over a finite number of decision stages...
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control p...
Abstract. In this paper we study discrete-time, finite horizon stochastic systems with multivalued d...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
In this paper, an approach to the finite-horizon optimal state-feedback control problem of nonlinear...
International audienceIn this work we consider the time discretization of stochastic optimal control...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
AbstractThe stochastic version of classical discrete optimal control problems with a finite set of s...
In this paper we construct high-order approximate solutions to the value function and optimal contro...
This course covers the basic models and solution techniques for problems of sequential decision maki...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
This book presents the latest findings on stochastic dynamic programming models and on solving optim...
Discrete-time stochastic optimal control problems are stated over a finite number of decision stages...
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control p...
Abstract. In this paper we study discrete-time, finite horizon stochastic systems with multivalued d...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
In this paper, an approach to the finite-horizon optimal state-feedback control problem of nonlinear...