An approximation scheme for the optimal control of diffusion processes
Open Access
- 1 January 1995
- journal article
- research article
- Published by EDP Sciences in ESAIM: Mathematical Modelling and Numerical Analysis
- Vol. 29 (1) , 97-122
- https://doi.org/10.1051/m2an/1995290100971
Abstract
ESAIM: Mathematical Modelling and Numerical Analysis, an international journal on applied mathematicsKeywords
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