Numerical Methods for Stochastic Singular Control Problems (Q3981969): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0329073 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2078382051 / rank | |||
Normal rank | |||
Latest revision as of 01:40, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Singular Control Problems |
scientific article |
Statements
Numerical Methods for Stochastic Singular Control Problems (English)
0 references
26 June 1992
0 references
numerical methods
0 references
Markov chain approximation method
0 references
