The following pages link to (Q3408239):
Displaying 4 items.
- Policy iteration algorithm for singular controlled diffusion processes (Q2873856) (← links)
- Numerical procedure to approximate a singular optimal control problem (Q3507062) (← links)
- Singular Stochastic Control Problems Solved by a Sparse Simplex Method (Q3827160) (← links)
- A Numerical Method for Solving Singular Stochastic Control Problems (Q5321735) (← links)