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"Stochastic optimal control with dynamic, time-consistent risk constraints."

Yin-Lam Chow, Marco Pavone (2013)

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DOI: 10.1109/ACC.2013.6579868

access: closed

type: Conference or Workshop Paper

metadata version: 2022-12-19

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  - conf/amcc/ChowP13
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Yin-Lam Chow, Marco Pavone:
Stochastic optimal control with dynamic, time-consistent risk constraints. ACC 2013: 390-395

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