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"An Efficient Gradient Projection Method for Stochastic Optimal Control ..."

Bo Gong et al. (2017)

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DOI: 10.1137/17M1123559

access: closed

type: Journal Article

metadata version: 2022-05-03

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

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