Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation (Q4443635)
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scientific article; zbMATH DE number 2027778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation |
scientific article; zbMATH DE number 2027778 |
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Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation (English)
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18 January 2004
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stochastic control
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finite differences
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viscosity solutions
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consistency
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HJB equation
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