Error estimates for a stochastic impulse control problem (Q996068)
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scientific article; zbMATH DE number 5189617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for a stochastic impulse control problem |
scientific article; zbMATH DE number 5189617 |
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Error estimates for a stochastic impulse control problem (English)
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11 September 2007
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monotone approximation schemes
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Hamilton-Jacobi-Bellmann equation
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stochastic impulse control
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