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

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+On the weak convergence of interpolated Markov chains to a diffusion
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+Probability methods for the convergence of finite difference approximations to partial differential equations
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+Approximations, existence, and numerical procedures for optimal stochastic controls
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+Mathematical programming and the control of Markov chains†
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+Probability methods for approximations in stochastic control and for elliptic equations
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+https://doi.org/10.1007/bf01441962
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+W1974238941
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