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• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48702 3083 Pages:296-319

• The State Equations Methods for Stochastic Control Problems

  Lijin Wang, Fengshan Bai

  2018-08-14

  38987 3857 Pages:79-96

• A Resampling-Free Stochastic Projection Contraction Algorithm for Solving Stochastic Variational Inequalities

  Ting Li, Xingju Cai, Deren Han

  2026-01-20

  160 275

• Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment

  Jingtang Ma, Jie Xing, Shan Yang

  2022-07-19

  39923 3031 Pages:641-661

• Uncertainty Quantification with Physics-Informed Generative Process Distributions for the Linear Diffusion Equation

  Wei Zhang, Hui Xie, Tengchao Yu, Heng Yong

  2025-09-01

  5318 453 Pages:794-816

• Penalized Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities Arising in Regime Switching Utility Maximization with Optimal Stopping

  Jingtang Ma, Jianjun Ma, Haofei Wu

  2024-05-11

  21386 1770 Pages:404-428

• A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension

  Igor Kossaczký, Matthias Ehrhardt, Michael Günther

  2018-09-17

  52250 4811 Pages:1-29