Publié le : 2004-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00103449,
author = {Pag\`es, G. and Pham, H. and Printems, J.},
title = {An optimal Markovian quantization algorithm for multidimensional stochastic control problems},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00103449}
}
Pagès, G.; Pham, H.; Printems, J. An optimal Markovian quantization algorithm for multidimensional stochastic control problems. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103449/