An Efficient Gradient Projection Method for Stochastic Optimal Control Problems. Gong, B., Liu, W., Tang, T., Zhao, W., & Zhou, T. SIAM J. Numerical Analysis, 55(6):2982-3005, 2017.
An Efficient Gradient Projection Method for Stochastic Optimal Control Problems. [link]Link  An Efficient Gradient Projection Method for Stochastic Optimal Control Problems. [link]Paper  bibtex   
@article{journals/siamnum/GongLTZZ17,
  added-at = {2018-03-13T00:00:00.000+0100},
  author = {Gong, Bo and Liu, Wenbin and Tang, Tao and Zhao, Weidong and Zhou, Tao},
  biburl = {https://www.bibsonomy.org/bibtex/28a87697292274d3fbd6de029162b5ade/dblp},
  ee = {https://doi.org/10.1137/17M1123559},
  interhash = {5e723e61f13372db97ef8f9104df13ec},
  intrahash = {8a87697292274d3fbd6de029162b5ade},
  journal = {SIAM J. Numerical Analysis},
  keywords = {dblp},
  number = 6,
  pages = {2982-3005},
  timestamp = {2018-03-14T11:36:38.000+0100},
  title = {An Efficient Gradient Projection Method for Stochastic Optimal Control Problems.},
  url = {http://dblp.uni-trier.de/db/journals/siamnum/siamnum55.html#GongLTZZ17},
  volume = 55,
  year = 2017
}

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