A numerical method to simulate the stochastic linear-quadratic optimal control problem with control constraints in higher dimensions
Crossref DOI link: https://doi.org/10.1007/s00211-026-01565-z
Published Online: 2026-09-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chaudhary, Abhishek
Funding for this research was provided by:
Eberhard Karls Universität Tübingen
Text and Data Mining valid from 2026-09-05
Version of Record valid from 2026-09-05
Article History
Received: 19 December 2024
Revised: 31 March 2026
Accepted: 18 August 2026
First Online: 5 September 2026