Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129)
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scientific article; zbMATH DE number 6806875
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| English | Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems |
scientific article; zbMATH DE number 6806875 |
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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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0.7662039995193481
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0.7637577056884766
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0.7530305981636047
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