Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control (Q4920275)
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scientific article; zbMATH DE number 6163694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control |
scientific article; zbMATH DE number 6163694 |
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Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control (English)
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16 May 2013
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Markov chain approximation methods
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numerical methods
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singular stochastic control
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reflected diffusions
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general nonlinear jump diffusions
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multiple simultaneous impulses
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state-dependent control
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