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Numerical Methods for Stochastic Control Problems in Continuous Time - MaRDI portal

Numerical Methods for Stochastic Control Problems in Continuous Time

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Publication:5753867

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DOI10.1137/0328056zbMATH Open0721.93087OpenAlexW1964377184MaRDI QIDQ5753867

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Publication date: 1990

Published in: (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/774c9d82e4a0c7a8e54d9be971730fb98ec4c084

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