Geodesic
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

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     author = {N. M. Novikova},
     title = {Some methods for numerical solution of continuous convex stochastic optimal control problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1605--1618},
     publisher = {mathdoc},
     volume = {31},
     number = {11},
     year = {1991},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_11_a1/}
}
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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/