Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem
Grecksch, W., Heyde, F., Tammer, Chr.Volume:
6
Year:
2000
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma.2000.6.3.175
File:
PDF, 1.52 MB
english, 2000