"Statistical learning for probability-constrained stochastic optimal control."

Alessandro Balata et al. (2021)

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DOI: 10.1016/J.EJOR.2020.08.041

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type: Journal Article

metadata version: 2022-06-23

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Alessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski:
Statistical learning for probability-constrained stochastic optimal control. Eur. J. Oper. Res. 290(2): 640-656 (2021)

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