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A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization

A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization

Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên

期刊名称Monte Carlo Methods and Applications
作者Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên
卷第20卷
期第2期
印刷ISSN0929-9629
电子ISSN1569-3961
文件大小886.97KB
发表时间2014-01-1
DOI10.1515/mcma-2013-0024

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