Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.

Krylov, N. V.. "Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.." Electronic Journal of Probability [electronic only] 4 (1999): Paper No. 2, 19 p.-Paper No. 2, 19 p.. <http://eudml.org/doc/123753>.

@article{Krylov1999,
author = {Krylov, N. V.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Bellman's equations; fully nonlinear equations},
language = {eng},
pages = {Paper No. 2, 19 p.-Paper No. 2, 19 p.},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.},
url = {http://eudml.org/doc/123753},
volume = {4},
year = {1999},
}

TY - JOUR
AU - Krylov, N. V.
TI - Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
JO - Electronic Journal of Probability [electronic only]
PY - 1999
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 4
SP - Paper No. 2, 19 p.
EP - Paper No. 2, 19 p.
LA - eng
KW - Bellman's equations; fully nonlinear equations
UR - http://eudml.org/doc/123753
ER -