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Optimal control under probability constraint

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Abstract

1 Problem formulation 2 Modeling improvement 3 Stochastic Arrow-Hurwicz algorithm 4 Numerical results
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Dates and versions

inria-00585861 , version 1 (14-04-2011)

Identifiers

  • HAL Id : inria-00585861 , version 1

Cite

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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