An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095)
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scientific article; zbMATH DE number 7606162
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| English | An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method |
scientific article; zbMATH DE number 7606162 |
Statements
An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (English)
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24 October 2022
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stochastic optimal control
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discrete optimality conditions
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least-squares Monte Carlo method
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Runge-Kutta method
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optimization
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0.9439198
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0.91719276
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0.91512024
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0.9109494
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0.9108014
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