scientific article; zbMATH DE number 4003580
zbMATH Open0618.70015MaRDI QIDQ3754935FDOQ3754935
Pao-Liu Chow, José-Luis Menaldi
Publication date: 1986
Title of this publication is not available (Why is that?)
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Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20) Random vibrations in mechanics of particles and systems (70L05)
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- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter
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- Optimal parametric correction of stochastic Lagrangian systems. The asymptotic approach. III
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