A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481)

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scientific article; zbMATH DE number 2203787
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A fast algorithm for the two dimensional HJB equation of stochastic control
scientific article; zbMATH DE number 2203787

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    A fast algorithm for the two dimensional HJB equation of stochastic control (English)
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    8 September 2005
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