Optimal control under probability constraint

Abstract : 1 Problem formulation 2 Modeling improvement 3 Stochastic Arrow-Hurwicz algorithm 4 Numerical results
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Conference papers
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https://hal.inria.fr/inria-00585861
Contributor : Estelle Bouzat <>
Submitted on : Thursday, April 14, 2011 - 6:30:11 PM
Last modification on : Wednesday, July 3, 2019 - 10:48:04 AM
Long-term archiving on : Friday, July 15, 2011 - 2:35:47 AM

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  • HAL Id : inria-00585861, version 1

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Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen. Optimal control under probability constraint. SADCO Kick off, Mar 2011, Paris, France. ⟨inria-00585861⟩

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