An efficient gradient projection method for stochastic optimal control problems (Q4596726)
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scientific article; zbMATH DE number 6816660
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| English | An efficient gradient projection method for stochastic optimal control problems |
scientific article; zbMATH DE number 6816660 |
Statements
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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0.9464261531829834
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0.8946936726570129
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0.7943894863128662
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0.7911690473556519
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0.7911421656608582
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