"A numerical algorithm for fully nonlinear HJB equations: An approach by ..."

Idris Kharroubi, Nicolas Langrené, Huyên Pham (2014)

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DOI: 10.1515/MCMA-2013-0024

access: closed

type: Journal Article

metadata version: 2020-07-03

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Idris Kharroubi, Nicolas Langrené, Huyên Pham:
A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization. Monte Carlo Methods Appl. 20(2): 145-165 (2014)

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