ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

On the time discretization of stochastic optimal control problems: The dynamic programming approach

Joseph Frédéric Bonnans, Justina Gianatti and Francisco J. Silva

ESAIM: COCV, 25 (2019) 63

Published online: 25 October 2019

DOI: 10.1051/cocv/2018045

Joseph Frédéric Bonnans

Justina Gianatti

Francisco J. Silva

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