Meshfree Approximation for Stochastic Optimal Control Problems (Q5095683)
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scientific article; zbMATH DE number 7570186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Meshfree Approximation for Stochastic Optimal Control Problems |
scientific article; zbMATH DE number 7570186 |
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Meshfree Approximation for Stochastic Optimal Control Problems (English)
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10 August 2022
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stochastic optimal control
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maximum principle
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backward stochastic differential equations
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meshfree approximation
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