Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296)
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scientific article; zbMATH DE number 5288121
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| English | Finite Difference Approximations for Stochastic Control Systems with Delay |
scientific article; zbMATH DE number 5288121 |
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Finite Difference Approximations for Stochastic Control Systems with Delay (English)
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12 June 2008
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finite difference approximation
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stochastic control
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stochastic functional differential equations
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viscosity solutions
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0.8496724963188171
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0.8460323214530945
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0.8437424302101135
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0.8347952365875244
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