Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Amp\'ere Equation and Its Stochastic Counterparts (Q5460100)
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scientific article; zbMATH DE number 5270620
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| English | Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Amp\'ere Equation and Its Stochastic Counterparts |
scientific article; zbMATH DE number 5270620 |
Statements
2 May 2008
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fluid limit
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diffusion approximation
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0.8263189792633057
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0.8011983633041382
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0.7948567271232605
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0.7868813276290894
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