ON EFFECTIVE STOCHASTIC GALERKIN FINITE ELEMENT METHOD FOR STOCHASTIC OPTIMAL CONTROL GOVERNED BY INTEGRAL-DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

Wanfang Shen, Liang Ge

Journal of Computational Mathematics ›› 2018, Vol. 36 ›› Issue (2) : 183-201.

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中国科学院数学与系统科学研究院期刊网
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Journal of Computational Mathematics ›› 2018, Vol. 36 ›› Issue (2) : 183-201. DOI: 10.4208/jcm.1611-m2016-0676

ON EFFECTIVE STOCHASTIC GALERKIN FINITE ELEMENT METHOD FOR STOCHASTIC OPTIMAL CONTROL GOVERNED BY INTEGRAL-DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2018, 36(2): 183-201 https://doi.org/10.4208/jcm.1611-m2016-0676

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