"A novel high dimensional fitted scheme for stochastic optimal control ..."

Christelle Dleuna Nyoumbi, Antoine Tambue (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-09-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2109-05248
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2109-05248
Christelle Dleuna Nyoumbi, Antoine Tambue:
A novel high dimensional fitted scheme for stochastic optimal control problems. CoRR abs/2109.05248 (2021)

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