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Gong, Bo and Liu, Wenbin and Tang, Tao and Zhao, Weidong and Zhou, Tao (2017) An Efficient Gradient Projection Method for Stochastic Optimal Control Problems. SIAM Journal on Numerical Analysis, 55 (6). pp. 2982-3005. ISSN 0036-1429. (doi:https://doi.org/10.1137/17M1123559) (Full text available) |