Time Discretisation and Rate of Convergence for the Optimal...

Time Discretisation and Rate of Convergence for the Optimal Control of Continuous-Time Stochastic

Markus Fischer, Giovanna Nappo
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Volume:
57
Language:
english
Pages:
30
DOI:
10.1007/s00245-007-9019-4
Date:
April, 2008
File:
PDF, 604 KB
english, 2008
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