Newton Method for Stochastic Control Problems (Q5039281)
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scientific article; zbMATH DE number 7600096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Newton Method for Stochastic Control Problems |
scientific article; zbMATH DE number 7600096 |
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Newton Method for Stochastic Control Problems (English)
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12 October 2022
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Newton method
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stochastic optimal control
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forward-backward stochastic differential equations
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backward stochastic differential equations
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empirical regression
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energy management
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