"Study of convergence rates of numerical methods for stochastic control ..."

Qingshuo Song, Gang George Yin (2007)

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DOI: 10.1109/CDC.2007.4434198

access: closed

type: Conference or Workshop Paper

metadata version: 2019-05-29

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Qingshuo Song, Gang George Yin:
Study of convergence rates of numerical methods for stochastic control problems. CDC 2007: 3108-3113

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