On finite-difference approximations for normalized Bellman equations (Q843969)
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scientific article
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| English | On finite-difference approximations for normalized Bellman equations |
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On finite-difference approximations for normalized Bellman equations (English)
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18 January 2010
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finite-difference approximations
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normalized Bellman equations
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fully nonlinear equations
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optimal stopping and control
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0.92037594
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0.90707296
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0.90059733
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0.8905885
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0.88817954
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0.8832325
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