A numerical method to simulate the stochastic linear-quadratic optimal control problem with control constraint in higher dimensions

Fuente: arXiv

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Bibliographic Details
Main Author:	Chaudhary, Abhishek
Format:	Preprint
Published:	2024
Subjects:	Analysis of PDEs 49J20, 65M60, 65M25, 35R60, 60H15, 60H35, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.08553