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.
كليدواژه :
Hat functions , Stochastic optimal control problems , Stochastic integral operational matrix
عنوان كنفرانس :
54 امين كنفرانس رياضي ايران
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.
