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"Convergence of Finite Element Methods for Singular Stochastic Control."

Martin G. Vieten, Richard H. Stockbridge (2018)

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DOI: 10.1137/17M1155119

access: closed

type: Journal Article

metadata version: 2020-07-09

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Martin G. Vieten, Richard H. Stockbridge:
Convergence of Finite Element Methods for Singular Stochastic Control. SIAM J. Control. Optim. 56(6): 4336-4364 (2018)

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