李运章
青年副研究员
学术成果
查看更多
- Discrete-time approximation of optimal control under partial observation
- A high-order numerical scheme for stochastic optimal control problem
- A high-order numerical method for BSPDEs with applications to mathematical finance
- An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise involving second-order derivative