Jiongmin Yong
Results
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
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