9 citations · 14 across the 23 of their papers we have counts for
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math.OC2010
Dynamic consistency for Stochastic Optimal Control problems
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen +2
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time…
math.OC2010
Stochastic viability and dynamic programming
Luc Doyen, Delara Michel
This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional space…