Numerical comparison of controls and verification of optimality for stochastic control problems
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Publication:1586818
DOI10.1023/A:1004659107996zbMath0965.93099OpenAlexW1507296508MaRDI QIDQ1586818
Richard H. Stockbridge, Kurt Helmes
Publication date: 9 May 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004659107996
momentsoptimal controllinear programmingstochastic controlnumerical computationnumerical comparisonverification approach
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