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}, }