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A Modified Method of Successive Approximations for stochastic recursive optimal control problems

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Institution:中泰证券金融研究院

Title of Paper:A Modified Method of Successive Approximations for stochastic recursive optimal control problems

Journal:SIAM JOURNAL ON CONTROL AND OPTIMIZATION??

First Author:嵇少林

Document Code:CA961DB0F502457F827A944AEBFB86FF

Issue:60(5)

Number of Words:10

Translation or Not:No

Date of Publication:2022-10

Release Time:2023-05-23

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