Error estimates for a stochastic impulse control problem (Q996068)
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scientific article; zbMATH DE number 5189617
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| English | Error estimates for a stochastic impulse control problem |
scientific article; zbMATH DE number 5189617 |
Statements
Error estimates for a stochastic impulse control problem (English)
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11 September 2007
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monotone approximation schemes
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Hamilton-Jacobi-Bellmann equation
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stochastic impulse control
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0.8153727054595947
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0.7934023141860962
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0.7931740283966064
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0.7838165760040283
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