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A Modified MSA for Stochastic Control Problems

Subjects: Stochastic control; Control and Optimization; Iterative method

  • Source: Kerimkulov, B, Siska, D & Szpruch, L 2021, ' A modified MSA for stochastic control problems ', Applied Mathematics and Optimization . https://doi.org/10.1007/s00245-021-09750-2

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  • 1-10 ل  79 نتائج ل ""method of successive approximations""