A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control

• 作者Walailuck Chavanasporn; Christian-Oliver Ewald
• 卷第39卷
• 期第4期
• 印刷ISSN0927-7099
• 电子ISSN1572-9974
• 文件大小461.69KB
• 发表时间2012-04
• DOI10.1007/s10614-011-9263-1
• 页码429-446