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Numerical Methods for Stochastic Control Problems in Continuous Time

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Attention for Chapter 9: Heavy Traffic and Singular Control Problems: Examples and Markov Chain Approximations
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Chapter title
Heavy Traffic and Singular Control Problems: Examples and Markov Chain Approximations
Chapter number 9
Book title
Numerical Methods for Stochastic Control Problems in Continuous Time
Published by
Springer, New York, NY, January 1992
DOI 10.1007/978-1-4684-0441-8_9
Book ISBNs
978-1-4684-0443-2, 978-1-4684-0441-8
Authors

Harold J. Kushner, Paul G. Dupuis, Kushner, Harold J., Dupuis, Paul G.