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. 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},
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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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