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1 Ergebnisse
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Newton Method for Stochastic Control Problems:
Gobet, Emmanuel
;
Grangereau, Maxime
SIAM Journal on Control and Optimization. 60 (2022) 5 - p. 2996-3025 , 2022
Link:
https://doi.org/10.1137/21m1408567
RT Journal T1 <Title>Newton Method for Stochastic Control Problems</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_21m1408567&Exemplar=1&LAN=DE A1 Gobet, Emmanuel A1 Grangereau, Maxime PB Society for Industrial & Applied Mathematics (SIAM) YR 2022 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 60 IS 5 SP 2996 OP 3025 LK http://dx.doi.org/https://doi.org/10.1137/21m1408567 DO https://doi.org/10.1137/21m1408567 SF ELIB - SuUB Bremen
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