A high-order numerical scheme for stochastic optimal control problem (Q6099532)
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scientific article; zbMATH DE number 7698188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order numerical scheme for stochastic optimal control problem |
scientific article; zbMATH DE number 7698188 |
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A high-order numerical scheme for stochastic optimal control problem (English)
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20 June 2023
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stochastic optimal control
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local discontinuous Galerkin method
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fully nonlinear second-order PDEs
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optimal error estimates
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