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Backward stochastic differe...
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Expected integral state con...
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Gradient projection method
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Correction to: An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint (Journal of Scientific Computing, (2025), 102, 3, (71), 10.1007/s10915-024-02777-x)
Correction
2025
Authors:
Wang, Qiming
;
Liu, Wenbin
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Submit date:2025/05/06
An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint
Journal article
Journal of Scientific Computing,2025, volume: 102, issue: 3
Authors:
Wang,Qiming
;
Liu,Wenbin
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Submit date:2025/03/10
Backward stochastic differential equation
Expected integral state constraint
Gradient projection method
Least square Monte Carlo
Stochastic optimal control