Belomestny, Denis; Kolodko, Anastasija A.; … - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009
convergence to the optimal solution is proved undersome assumptions. Finally, the presented methods are applied in anumerical …
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 …