Exploring Solutions of the Hamilton-Jacobi-Bellman Equation

https://jacobhiggins.github.io/posts/2020/11/blog-post/

还有一篇关于dE / dt = p(t)的文章

Backward induction: https://en.wikipedia.org/wiki/Backward_induction

Div, Grad, Curl on matlab

https://www.mathworks.com/help/matlab/ref/curl.html

Some papers and books:

1. An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations; https://www.maths.ed.ac.uk/~dhigham/algfiles.html