An approximation scheme for the optimal control of diffusion processes
Camilli, Fabio ; Falcone, Maurizio
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 29 (1995), p. 97-122 / Harvested from Numdam
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@article{M2AN_1995__29_1_97_0,
     author = {Camilli, Fabio and Falcone, Maurizio},
     title = {An approximation scheme for the optimal control of diffusion processes},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique},
     volume = {29},
     year = {1995},
     pages = {97-122},
     mrnumber = {1326802},
     zbl = {0822.65044},
     language = {en},
     url = {http://dml.mathdoc.fr/item/M2AN_1995__29_1_97_0}
}

Camilli, Fabio; Falcone, Maurizio. An approximation scheme for the optimal control of diffusion processes. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 29 (1995) pp. 97-122. http://gdmltest.u-ga.fr/item/M2AN_1995__29_1_97_0/

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