Release Time:2022-04-20 |
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Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
High-order numerical schemes for second-order FBSDEs with applications to stochastic optimal control
Institution:数学学院
Title of Paper:High-order numerical schemes for second-order FBSDEs with applications to stochastic optimal control
Journal:Communications in Computational Physics
First Author:Weidong Zhao
All the Authors:Tao Zhou, Tao Kong
Volume:21
Issue:3
Page Number:808-834
Translation or Not:No
Date of Publication:2017-01