Title
Strong-Order Conditions of Runge-Kutta Method for Stochastic Optimal Control Problems
Authors
[ 1 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ P ] employee
Scientific discipline (Law 2.0)
Year of publication
2020
Published in
Article type
scientific article
Publication language
english
Keywords
EN
- Optimal control
- Stochastic differential equations
- Runge-Kutta method
- Stratonovich-Taylor expansion
Date of online publication
09.07.2021
Pages (from - to)
470 - 489
Ministry points / journal
70
Ministry points / journal in years 2017-2021
70
Impact Factor
2,468
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