High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Communications in Computational Physics
سال: 2017
ISSN: 1815-2406,1991-7120
DOI: 10.4208/cicp.oa-2016-0056