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Full-Text Articles in Physical Sciences and Mathematics
Some Estimates For Finite Difference Approximations, José-Luis Menaldi
Some Estimates For Finite Difference Approximations, José-Luis Menaldi
Mathematics Faculty Research Publications
Some estimates for the approximation of optimal stochastic control problems by discrete time problems are obtained. In particular an estimate for the solutions of the continuous time versus the discrete time Hamilton-Jacobi-Bellman equations is given. The technique used is more analytic than probabilistic.
On Asymptotic Behavior Of Stopping Time Problems, Jose Luis Menaldi, Maurice Robin
On Asymptotic Behavior Of Stopping Time Problems, Jose Luis Menaldi, Maurice Robin
Mathematics Faculty Research Publications
No abstract provided.