Numerical Methods for Stochastic Singular Control Problems (Q3981969)
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scientific article; zbMATH DE number 23656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Singular Control Problems |
scientific article; zbMATH DE number 23656 |
Statements
Numerical Methods for Stochastic Singular Control Problems (English)
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26 June 1992
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numerical methods
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Markov chain approximation method
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0.98486036
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0.9703834
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0.95062673
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0.94883335
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0.93841404
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0.9349717
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