Where in this post we discuss various types of constraints on stochastic optimal control problems starting from the classic uniform constraints to chance/probabilistic constraints and more elaborate risk constraints. We point out some caveats and propose a few remedies. Continue reading →
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a mathematical journal
"A good stock of examples, as large as possible, is indispensable for a thorough understanding of any concept, and when I want to learn something new, I make it my first job to build one." - Paul Halmos
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Make Mathematics Great Again
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Mathematix is the mathematician of Erquy - the village of Asterix
Mathematix 