A multilevel approach for stochastic nonlinear optimal control (Q5863708)
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scientific article; zbMATH DE number 7536210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multilevel approach for stochastic nonlinear optimal control |
scientific article; zbMATH DE number 7536210 |
Statements
A multilevel approach for stochastic nonlinear optimal control (English)
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3 June 2022
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optimal control
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multilevel Monte Carlo
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Markov chain Monte Carlo
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sequential Monte Carlo
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