Some methods for numerical solution of continuous convex stochastic optimal control problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 11, pp. 1605-1618 Cet article a éte moissonné depuis la source Math-Net.Ru

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N. M. Novikova. Some methods for numerical solution of continuous convex stochastic optimal control problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 11, pp. 1605-1618. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_11_a1/

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