Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Amp\'ere Equation and Its Stochastic Counterparts (Q5460100)
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scientific article; zbMATH DE number 5270620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Amp\'ere Equation and Its Stochastic Counterparts |
scientific article; zbMATH DE number 5270620 |
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2 May 2008
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fluid limit
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diffusion approximation
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math.OC
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