| Título: | Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies |
| Autores: | Krylov, N. V.; University of Minnesota |
| Fecha: | 1999-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Bellman's equations, fully nonlinear equations Primary 93E20, Secondary 35K55 |
| Descripción: | It is shown that value functions for controlled degenerate diffusion processes can be approximated with error of order $h^{1/3}$ by using policies which are constant on intervals $[kh^{2},(k+1)h^{2})$. |
| Idioma: | Inglés |
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