scientific article; zbMATH DE number 3932368

MaRDI QIDQ3704876zbMATH OpenFDO

Authors Dietmar G. Fischer

Publication date 1985

zbMATH Keywords

finite difference methodsinterpolating Markov chains

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic systems in control theory (general) (93E03)

Cited in

(2)

• Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen
• scientific article; zbMATH DE number 3374505 (Why is no real title available?)

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