{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,24]],"date-time":"2026-07-24T14:39:54Z","timestamp":1784903994826,"version":"3.55.0"},"reference-count":25,"publisher":"Oxford University Press (OUP)","issue":"4","license":[{"start":{"date-parts":[[2021,9,21]],"date-time":"2021-09-21T00:00:00Z","timestamp":1632182400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11801467"],"award-info":[{"award-number":["11801467"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100005230","name":"Chongqing Natural Science Foundation","doi-asserted-by":"crossref","award":["cstc2018jcyjAX0148"],"award-info":[{"award-number":["cstc2018jcyjAX0148"]}],"id":[{"id":"10.13039\/501100005230","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021,11,9]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>In this work, a time-implicit discretization for stochastic linear quadratic problems subject to stochastic differential equations with control-dependence noises is proposed, and the convergence rate of this discretization is proved. Compared to the existing results, the control variables are stochastic processes and can be contained in systems\u2019 diffusion term. Based on this discretization, a gradient descent algorithm and its convergence rate are presented. Finally, a numerical example is provided to support the theoretical finding.<\/jats:p>","DOI":"10.1093\/imamci\/dnab031","type":"journal-article","created":{"date-parts":[[2021,9,8]],"date-time":"2021-09-08T11:45:56Z","timestamp":1631101556000},"page":"1148-1173","source":"Crossref","is-referenced-by-count":6,"title":["Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs"],"prefix":"10.1093","volume":"38","author":[{"given":"Yanqing","family":"Wang","sequence":"first","affiliation":[{"name":"School of Mathematics and Statistics, Southwest University, Chongqing 400715, China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2021,9,21]]},"reference":[{"key":"2021110912513494800_ref1","doi-asserted-by":"crossref","first-page":"635","DOI":"10.4208\/eajam.190420.200420","article-title":"A stochastic gradient descent approach for stochastic optimal control","volume":"10","author":"Archibald","year":"2020","journal-title":"East Asian J. 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