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AN EFFICIENT GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2982-3005
作者:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:141/0  |  提交时间:2018/07/30
stochastic optimal control  gradient projection methods  backward stochastic differential equations  conditional expectations  
Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2010, 卷号: 229, 期号: 22, 页码: 8225-8230
作者:  Zhou, Tao;  Tang, Tao
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
Galerkin methods  Stochastic diffusion equations  Matrix properties