Title of article
Consistency issues for numerical methods for variance control, with applications to optimization in finance
Author/Authors
Kushner، نويسنده , , H.J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
14
From page
2283
To page
2296
Keywords
Financial mathematics , Markov chain approximation , numerical algorithms for stochastic control , Stochasticoptimal control , variance control.
Journal title
IEEE Transactions on Automatic Control
Serial Year
1999
Journal title
IEEE Transactions on Automatic Control
Record number
385450
Link To Document