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

  Richard Archibald, Feng Bao, Jiongmin Yong

  2023-05-12

  34797 2836 Pages:1132-1163

• A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent

  Qi Sun, Qiang Du

  2020-07-30

  46704 3743 Pages:753-774

• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control

  Weidong Zhao, Tao Zhou, Tao Kong

  2018-04-09

  41274 3128 Pages:808-834

• Investigation on Energetic Optimization Problems of Stochastic Thermodynamics with Iterative Dynamic Programming

  Linchen Gong, Ming Li, Zhong-can Ou-Yang

  2010-07-01

  38924 4189 Pages:904-926

• A Stochastic Galerkin Method for Stochastic Control Problems

  Hyung-Chun Lee, Jangwoon Lee

  2014-07-05

  39705 4683 Pages:77-106