Numerical Methods for Stochastic Singular Control Problems
Kushner, Harold J.; Martins, Luiz Felipe
- 期刊名称SIAM Journal on Control and Optimization
- 作者Kushner, Harold J.; Martins, Luiz Felipe
- 卷第29卷
- 期第6期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小3487.38KB
- 发表时间1991-11
- DOI10.1137/0329073
- 页码1443-1475