Approximations and computational methods for optimal stopping and stochastic impulsive control problems (Q1243882): Difference between revisions

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+Harold J. Kushner
@@ Property / author: Harold J. Kushner / rank @@
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+Q5680674
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+On the weak convergence of interpolated Markov chains to a diffusion
+Normal rank
@@ Property / cites work @@
+Probability methods for the convergence of finite difference approximations to partial differential equations
+Normal rank
@@ Property / cites work @@
+Approximations, existence, and numerical procedures for optimal stochastic controls
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@@ Property / cites work @@
+Mathematical programming and the control of Markov chains†
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@@ Property / cites work @@
+Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞)
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@@ Property / cites work @@
+Q3239624
@@ Property / cites work: Q3239624 / rank @@
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@@ Property / cites work @@
+Probability methods for approximations in stochastic control and for elliptic equations
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01441962
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@@ Property / OpenAlex ID @@
+W1974238941
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