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"Incremental Newton's iterative algorithm for optimal control of Itô ..."

Jiayue Tian, Xueyan Zhao, Feiqi Deng (2022)

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DOI: 10.1016/J.AMC.2022.126958

access: closed

type: Journal Article

metadata version: 2022-02-11

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Jiayue Tian, Xueyan Zhao, Feiqi Deng:
Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems. Appl. Math. Comput. 421: 126958 (2022)

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