Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations
Bayraktar, Erhan, Sîrbu, MihaiVolume:
51
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/12090352X
Date:
January, 2013
File:
PDF, 263 KB
english, 2013