Approximations for functionals and optimal control problems on jump diffusion processes
type: Item
instance of: scholarly article
title: Approximations for functionals and optimal control problems on jump diffusion processes
zbMATH Open document ID: 0379.93053
DOI: 10.1016/0022-247X(78)90072-0
published in: Journal of Mathematical Analysis and Applications
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 3591839
author: Harold J. Kushner
author: Giovanni Di Masi
MaRDI profile type: Publication
cites work: Q5556832
cites work: A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations
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cites work: Q3866823
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description: scientific article; zbMATH DE number 3591839