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pro vyhledávání: '"Chunxi Jiao"'
Autor:
Chunxi Jiao, Reiichiro Kawai
Publikováno v:
SIAM Journal on Control and Optimization. 58:3709-3733
We investigate the linear programming framework for an exit-time stochastic control problem and apply the moment-sum-of-squares hierarchy to obtain tight pointwise bounds and global bounding functi...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::821aa46cb04ab42e6f83713dda945c4b
https://doi.org/10.1137/18m1232231
https://doi.org/10.1137/18m1232231
