"Combined Fixed Point and Policy Iteration for Hamilton-Jacobi-Bellman ..."

Y. Huang, Peter A. Forsyth, George Labahn (2012)

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DOI: 10.1137/100812641

access: closed

type: Journal Article

metadata version: 2020-05-11

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Y. Huang, Peter A. Forsyth, George Labahn:
Combined Fixed Point and Policy Iteration for Hamilton-Jacobi-Bellman Equations in Finance. SIAM J. Numer. Anal. 50(4): 1861-1882 (2012)

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