Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129): Difference between revisions

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Latest revision as of 02:50, 11 December 2024

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Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems
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    Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (English)
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    14 November 2017
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    optimal control
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    Runge-Kutta method
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    stochastic differential equation
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    Stratonovich-Taylor expansion
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    minimal truncation error
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