Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
investigated and the convergence to the optimal solution is proved under some assumptions. Finally, the presented methods are …
convergence analysis
Denis Belomestny*
Anastasia Kolodko*
John Schoenmakers*
* Weierstrass Institute Berlin, Germany
This … for stochastic control problems
and their convergence analysis
Denis Belomestny1,∗, Anastasia Kolodko1, John Schoenmakers1 …