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- W2099231838 abstract "A class of stochastic optimal control problems involving optimal stopping is considered. Methods of Krylov (Appl. Math. Optim. 52(3):365–399, 2005) are adapted to investigate the numerical solutions of the corresponding normalized Bellman equations and to estimate the rate of convergence of finite difference approximations for the optimal reward functions." @default.
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- W2099231838 title "On Finite-Difference Approximations for Normalized Bellman Equations" @default.
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