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"Value function estimators for Feynman-Kac forward-backward SDEs in ..."

Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras (2023)

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DOI: 10.1016/J.AUTOMATICA.2023.111281

access: closed

type: Journal Article

metadata version: 2024-05-07

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Kelsey P. Hawkins, Ali Pakniyat, Panagiotis Tsiotras:
Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control. Autom. 158: 111281 (2023)

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