Zh. Vychisl. Mat. Mat. Fiz., 1991 Volume 31, Number 11, Pages 1605–1618
(Mi zvmmf2981)
|
Some methods for numerical solution of continuous convex stochastic optimal control problems
N. M. Novikova Moscow
UDC:
519.85
MSC: Primary
65K10; Secondary
93E99,
49M30,
93E20,
49K45 Received: 01.08.1990
English version:
USSR Computational Mathematics and Mathematical Physics, 1991,
31:11,
1–10
Bibliographic databases:
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