Numerical Methods for Stochastic Singular Control Problems

DOI10.1137/0329073zbMath0745.93088OpenAlexW2078382051MaRDI QIDQ3981969

Luiz Felipe Martins, Harold J. Kushner

Publication date: 26 June 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0329073

zbMATH Keywords

numerical methodsMarkov chain approximation method

Mathematics Subject Classification ID

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