Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems

Hacer Öz Bakan, Fikriye Yilmaz, Gerhard-Wilhelm Weber. Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems. J. Computational Applied Mathematics, 331:196-207, 2018. [doi]

Abstract

Abstract is missing.