"Solving Feynman-Kac Forward-Backward SDEs Using McKean-Markov Branched ..."

Kelsey P. Hawkins et al. (2024)

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DOI: 10.1109/TAC.2023.3349173

access: closed

type: Journal Article

metadata version: 2024-09-08

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Kelsey P. Hawkins, Ali Pakniyat, Evangelos A. Theodorou, Panagiotis Tsiotras:
Solving Feynman-Kac Forward-Backward SDEs Using McKean-Markov Branched Sampling. IEEE Trans. Autom. Control. 69(9): 5695-5710 (2024)

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