ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

An approximation scheme for the optimal control of diffusion processes

Fabio Camilli and Maurizio Falcone

ESAIM: M2AN, 29 1 (1995) 97-122

Published online: 31 January 2017

DOI: 10.1051/m2an/1995290100971

Fabio Camilli

Maurizio Falcone

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