Stephan E. Ludwig

Publication Activity (10 Years)

Years Active: 2012-2012
Publications (10 Years): 0

Top Topics

Dynamic Programming

Particle Swarm Optimization

Forward Backward

Top Venues

Publications

Stephan E. Ludwig, Justin A. Sirignano, Ruojun Huang, George Papanicolaou
A Forward-backward Algorithm for Stochastic Control Problems - Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming. ICORES (2012)