↓ Skip to main content
What is this page? Embed badge

Numerical Methods for Stochastic Control Problems in Continuous Time

Overview of attention for book
Cover of 'Numerical Methods for Stochastic Control Problems in Continuous Time'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
  3. Altmetric Badge
    Chapter 2 Review of Continuous Time Models
  4. Altmetric Badge
    Chapter 3 Controlled Markov Chains
  5. Altmetric Badge
    Chapter 4 Dynamic Programming Equations
  6. Altmetric Badge
    Chapter 5 The Markov Chain Approximation Method: Introduction
  7. Altmetric Badge
    Chapter 6 Construction of the Approximating Markov Chain
  8. Altmetric Badge
    Chapter 7 Computational Methods for Controlled Markov Chains
  9. Altmetric Badge
    Chapter 8 The Ergodic Cost Problem: Formulation and Algorithms
  10. Altmetric Badge
    Chapter 9 Heavy Traffic and Singular Control Problems: Examples and Markov Chain Approximations
  11. Altmetric Badge
    Chapter 10 Weak Convergence and the Characterization of Processes
  12. Altmetric Badge
    Chapter 11 Convergence Proofs
  13. Altmetric Badge
    Chapter 12 Convergence for Reflecting Boundaries, Singular Control and Ergodic Cost Problems
  14. Altmetric Badge
    Chapter 13 Finite Time Problems and Nonlinear Filtering
  15. Altmetric Badge
    Chapter 14 Problems from the Calculus of Variations
  16. Altmetric Badge
    Chapter 15 The Viscosity Solution Approach to Proving Convergence of Numerical Schemes
Attention for Chapter 6: Construction of the Approximating Markov Chain
Altmetric Badge

Citations

dimensions_citation
584 Dimensions

Readers on

mendeley
1 Mendeley
Summary Dimensions citations
So far, Dimensions has found 584 publications that cite this research output.

584

The most recent citing publications are shown below. View all 584 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.