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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1991, Volume 31, Number 11, Pages 1605–1618 (Mi zvmmf2981)  
Some methods for numerical solution of continuous convex stochastic optimal control problems

N. M. Novikova

Moscow
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Received: 01.08.1990
Bibliographic databases:
Document Type: Article
UDC: 519.85
MSC: Primary 65K10; Secondary 93E99, 49M30, 93E20, 49K45
Language: Russian
Citation: N. M. Novikova, “Some methods for numerical solution of continuous convex stochastic optimal control problems”, Zh. Vychisl. Mat. Mat. Fiz., 31:11 (1991), 1605–1618; U.S.S.R. Comput. Math. Math. Phys., 31:11 (1991), 1–10
Citation in format AMSBIB
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\paper Some methods for numerical solution of continuous convex stochastic optimal control problems
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1991
\vol 31
\issue 11
\pages 1605--1618
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\zmath{https://zbmath.org/?q=an:0753.65053}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1991
\vol 31
\issue 11
\pages 1--10
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