High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control (Q5158726)
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scientific article; zbMATH DE number 7413972
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| English | High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control |
scientific article; zbMATH DE number 7413972 |
Statements
High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (English)
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26 October 2021
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multistep schemes
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second-order forward backward stochastic differential equations
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stochastic optimal control
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0.8859575986862183
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0.8540746569633484
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0.839341402053833
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0.8094567060470581
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