Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. (Q1283864)
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scientific article; zbMATH DE number 1271203
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| English | Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. |
scientific article; zbMATH DE number 1271203 |
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Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. (English)
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31 March 1999
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Bellman's equations
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fully nonlinear equations
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