Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations

Author: 

Reisinger, C
Forsyth, P

Publication Date: 

May 2016

Journal: 

APPLIED NUMERICAL MATHEMATICS

Last Updated: 

2021-03-06T08:12:43.223+00:00

Volume: 

103

DOI: 

10.1016/j.apnum.2016.01.001

page: 

27-47

Symplectic id: 

604678

Download URL: 

Submitted to ORA: 

Submitted

Publication Type: 

Journal Article