Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
type: Item
instance of: scholarly article
title: Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
zbMATH Open document ID: 1044.93546
published in: Electronic Journal of Probability
publication date: 1999-03-31T00:00:00Z
full work available at URL: https://eudml.org/doc/123753
full work available at URL: 39.html
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 35K55
zbMATH DE Number: 1271203
zbMATH Keywords: Bellman's equations
zbMATH Keywords: fully nonlinear equations
author: N. V. Krylov
MaRDI profile type: Publication
DOI: 10.1214/EJP.V4-39
description: scientific article; zbMATH DE number 1271203