An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726): Difference between revisions

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Latest revision as of 09:26, 30 July 2024

scientific article; zbMATH DE number 6816660
Language Label Description Also known as
English
An Efficient Gradient Projection Method for Stochastic Optimal Control Problems
scientific article; zbMATH DE number 6816660

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    An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (English)
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    8 December 2017
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    stochastic optimal control
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    gradient projection methods
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    backward stochastic differential equations
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    conditional expectations
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