Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
Krylov, N. V.
Electronic Communications in Probability [electronic only], Tome 4 (1999), / Harvested from The Electronic Library of Mathematics
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Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:123753 
@article{01271203,
     title = {Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {4},
     year = {1999},
     zbl = {1044.93546},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01271203}
}

Krylov, N. V. Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.. Electronic Communications in Probability [electronic only], Tome 4 (1999) . http://gdmltest.u-ga.fr/item/01271203/