A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control

29 December 2013

Papers citing "A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control"

4 / 4 papers shown

Title
A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control V. Huynh L. Kogan Emilio Frazzoli 48 11 0 29 Dec 2013
An Incremental Sampling-based Algorithm for Stochastic Optimal Control V. Huynh S. Karaman Emilio Frazzoli 57 61 0 24 Feb 2012
Sampling-based Algorithms for Optimal Motion Planning S. Karaman Emilio Frazzoli 99 4,691 0 05 May 2011
Mean-Variance Optimization in Markov Decision Processes Shie Mannor J. Tsitsiklis 97 126 0 29 Apr 2011