"On the Time Discretization of the Feynman-Kac Forward-Backward Stochastic ..."

Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras (2021)

> Home

Details and statistics

DOI: 10.1109/CDC45484.2021.9683583

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cdc/HawkinsPT21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cdc/HawkinsPT21
Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras:
On the Time Discretization of the Feynman-Kac Forward-Backward Stochastic Differential Equations for Value Function Approximation. CDC 2021: 892-897

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.