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Approximations and computational methods for Optimal Stopping and Stochastic Impulsive Control problems

Approximations and computational methods for Optimal Stopping and Stochastic Impulsive Control problems

Harold J. Kushner
  • 期刊名称Applied Mathematics and Optimization
  • 作者Harold J. Kushner
  • 卷第3卷
  • 印刷ISSN0095-4616
  • 电子ISSN1432-0606
  • 文件大小1155.26KB
  • 发表时间1976
  • DOI10.1007/bf01441962
  • 页码81-99
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