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Jiongmin Yong

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A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters

Journal Article

A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters

Communications in Computational Physics, Vol. 33 (2023), Iss. 4 : pp. 1132–1163

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A Stochastic Gradient Descent Approach for Stochastic Optimal Control

Journal Article

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 4 : pp. 635–658

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