Bonnans, J. Frédéric; Festa, Adriano Error estimates for the Euler discretization of an optimal control problem with first-order state constraints. (English) Zbl 1394.49029 SIAM J. Numer. Anal. 55, No. 2, 445-471 (2017). MSC: 49M25 65L10 65L70 65K10 PDF BibTeX XML Cite \textit{J. F. Bonnans} and \textit{A. Festa}, SIAM J. Numer. Anal. 55, No. 2, 445--471 (2017; Zbl 1394.49029) Full Text: DOI Link OpenURL
Yu, Yan; Yu, Bo; Dong, Bo Robust continuation methods for tracing solution curves of parameterized systems. (English) Zbl 1305.65145 Numer. Algorithms 65, No. 4, 825-841 (2014). Reviewer: Alyson Reeves (Bowie) MSC: 65H10 65H20 PDF BibTeX XML Cite \textit{Y. Yu} et al., Numer. Algorithms 65, No. 4, 825--841 (2014; Zbl 1305.65145) Full Text: DOI OpenURL
Du, Ning; Shi, Jingtao; Liu, Wenbin An effective gradient projection method for stochastic optimal control. (English) Zbl 1280.65061 Int. J. Numer. Anal. Model. 10, No. 4, 757-774 (2013). Reviewer: Bülent Karasözen (Ankara) MSC: 65K10 49J15 93E20 49J55 49M30 PDF BibTeX XML Cite \textit{N. Du} et al., Int. J. Numer. Anal. Model. 10, No. 4, 757--774 (2013; Zbl 1280.65061) Full Text: Link OpenURL