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scientific article
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scientific article

    Statements

    author
    Fikriye Yılmaz
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    Hacer Öz
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    Gerhard-Wilhelm Weber
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    publication date
    5 January 2016
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    zbMATH Keywords
    stochastic optimal control
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    Runge-Kutta discretization
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    symplectic partitioned Runge-Kutta scheme
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    Lagrange multiplier
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    Hamiltonian
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49M15
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    49M25
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    65C20
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    zbMATH DE Number
    6526339
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