Title
An efficient algorithm for the Stochastic Optimal Control Problems by means of Least-Squares Monte-Carlo MethoD
Authors
[ 1 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ P ] employee
Scientific discipline (Law 2.0)
Year of publication
2021
Published in
Article type
scientific article
Publication language
english
Keywords
EN
- Stochastic optimal control
- discrete optimality
- conditions
- least-squares Monte-Carlo method
- Runge–Kutta method
- optimization
Date of online publication
03.12.2021
Ministry points / journal
70
Ministry points / journal in years 2017-2021
70
Impact Factor
2,456
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