Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints
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Cited in
(4)- Parallel stochastic dynamic programming: Finite element methods
- Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control
- On the numerical solution of optimal control problems via Bell polynomials basis
- Distributed parameters deterministic model for treatment of brain tumors using Galerkin finite element method
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