The following pages link to (Q5097105):
Displaying 3 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)