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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| English | 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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0.7869617342948914
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0.7761741876602173
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0.7520631551742554
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