High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726)
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scientific article; zbMATH DE number 7413972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control |
scientific article; zbMATH DE number 7413972 |
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High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (English)
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26 October 2021
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multistep schemes
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second-order forward backward stochastic differential equations
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stochastic optimal control
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