Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638)
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| Language | Label | Description | Also known as |
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| English | Strong-order conditions of Runge-Kutta method for stochastic optimal control problems |
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Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (English)
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17 August 2020
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optimal control
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stochastic differential equations
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Runge-Kutta method
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Stratonovich-Taylor expansion
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