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"A high-order numerical scheme for stochastic optimal control problem."

Yunzhang Li (2023)

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DOI: 10.1016/J.CAM.2023.115158

access: closed

type: Journal Article

metadata version: 2023-03-21

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Yunzhang Li:
A high-order numerical scheme for stochastic optimal control problem. J. Comput. Appl. Math. 427: 115158 (2023)

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