Characterization of consistency of some numerical schemes for the stochastic HJB equation

Frédéric Bonnans and Hasnaa Zidani

2000

Publication type:

Chapter

Journal:

Contrôle optimal et EDP - Innovations et Applications''

Publisher:

Ed. J.L. Menaldi et al, IOS Presse

BibTeX:

@inbook{Bon-Zid-2000,
    author={Frédéric Bonnans and Hasnaa Zidani },
    title={Characterization of consistency of some numerical schemes for 
           the stochastic HJB equation },
    publisher={Ed. J.L. Menaldi et al, IOS Presse },
    year={2000 },
}