Meshfree approximation for stochastic optimal control problems (Q5095683)

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scientific article; zbMATH DE number 7570186
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    Meshfree approximation for stochastic optimal control problems
    scientific article; zbMATH DE number 7570186

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      Meshfree Approximation for Stochastic Optimal Control Problems (English)
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      10 August 2022
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      stochastic optimal control
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      maximum principle
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      backward stochastic differential equations
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      meshfree approximation
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