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Mathematical Control and Related Fields (MCRF)
 

Addendum to "A sparse Markov chain approximation of LQ-type stochastic control problems"
Pages: 623 - 623, Issue 4, December 2017

doi:10.3934/mcrf.2017023      Abstract        References        Full text (132.1K)           Related Articles

Ralf Banisch - School of Mathematics, University of Edinburgh, Edinburgh EH9 3JZ, Scotland, United Kingdom (email)
Carsten Hartmann - Institut für Mathematik, Brandenburgische Technische Universität Cottbus-Senftenberg, Platz der Deutschen Einheit 1, 03046 Cottbus, Germany (email)

1 R. Banisch and C. Hartmann, A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389.       

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