Stephan E. Ludwig

According to our database, Stephan E. Ludwig authored at least 1 paper in 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2012

A Forward-backward Algorithm for Stochastic Control Problems - Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming.

Stephan E. Ludwig, Justin A. Sirignano, Ruojun Huang, George Papanicolaou

Proceedings of the ICORES 2012, 2012