An Efficient Gradient Projection Method for Stochastic Optimal Control Problems

Bo Gong, Wenbin Liu, Tao Tang, Weidong Zhao, Tao Zhou. An Efficient Gradient Projection Method for Stochastic Optimal Control Problems. SIAM J. Numerical Analysis, 55(6):2982-3005, 2017. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.