Numerical Methods for Stochastic Singular Control Problems (Q3981969)

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scientific article; zbMATH DE number 23656
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Numerical Methods for Stochastic Singular Control Problems
scientific article; zbMATH DE number 23656

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    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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