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Numerical Methods for Stochastic Control Problems in Continuous Time

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Attention for Chapter 15: The Viscosity Solution Approach to Proving Convergence of Numerical Schemes
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Chapter title
The Viscosity Solution Approach to Proving Convergence of Numerical Schemes
Chapter number 15
Book title
Numerical Methods for Stochastic Control Problems in Continuous Time
Published by
Springer, New York, NY, January 1992
DOI 10.1007/978-1-4684-0441-8_15
Book ISBNs
978-1-4684-0443-2, 978-1-4684-0441-8
Authors

Harold J. Kushner, Paul G. Dupuis, Kushner, Harold J., Dupuis, Paul G.