"Numerical aspects of monotone approximations in convex stochastic control ..."

Onésimo Hernández-Lerma, C. Piovesan, Wolfgang J. Runggaldier (1995)

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DOI: 10.1007/BF02031704

access: closed

type: Journal Article

metadata version: 2020-08-13

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Onésimo Hernández-Lerma, C. Piovesan, Wolfgang J. Runggaldier:
Numerical aspects of monotone approximations in convex stochastic control problems. Ann. Oper. Res. 56(1): 135-156 (1995)

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