Browse/Search Results: 1-2 of 2

Selected(0)Clear Items/Page:    Sort:
An efficient gradient projection method for stochastic optimal control problems Journal article
SIAM Journal on Numerical Analysis,2017, volume: 55, issue: 6, pages: 2982-3005
Authors:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
Favorite  |  View/Download:25/0  |  Submit date:2021/05/10
Deferred Correction Methods for Forward Backward Stochastic Differential Equations Journal article
Numerical Mathematics,2017, volume: 10, issue: 2, pages: 222-242
Authors:  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
Favorite  |  View/Download:5/0  |  Submit date:2021/05/10