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]

@article{BakanYW18,
  title = {Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems},
  author = {Hacer Öz Bakan and Fikriye Yilmaz and Gerhard-Wilhelm Weber},
  year = {2018},
  doi = {10.1016/j.cam.2017.10.011},
  url = {https://doi.org/10.1016/j.cam.2017.10.011},
  researchr = {https://researchr.org/publication/BakanYW18},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {331},
  pages = {196-207},
}