A fast algorithm for the two dimensionalHJB equation of stochastic control

Author： Frédéric Bonnans J.   Ottenwaelter Élisabeth   Zidani Housnaa  

Publisher： Edp Sciences

E-ISSN： 1290-3841|38|4|723-735

ISSN： 0764-583x

Source： ESAIM: Mathematical Modelling and Numerical Analysis, Vol.38, Iss.4, 2010-03, pp. : 723-735

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