شماره ركورد كنفرانس
5263
عنوان مقاله
A numerical method for stochastic optimal control problems
پديدآورندگان
Karami Shahrbanoo sh.karami@sutech.ac.ir Department of Mathematics, Shiraz University of Technology, Shiraz, Iran. , Zhagharian Shabnam s.zhagharian@sutech.ac.ir Department of Mathematics, Shiraz University of Technology, Shiraz, Iran.
تعداد صفحه
4
كليدواژه
Hat functions , Stochastic optimal control problems , Stochastic integral operational matrix
سال انتشار
1402
عنوان كنفرانس
54 امين كنفرانس رياضي ايران
زبان مدرك
انگليسي
چكيده فارسي
In this study, a numerical method based on the hat functions is proposed to solve a family of stochastic optimal control problems. The validity of the method is investigated by a numerical example.
كشور
ايران
لينک به اين مدرک