Journal Articles
Monte Carlo Methods and Applications
Year : 2014
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https://hal.science/hal-01019472
Submitted on : Monday, July 7, 2014-11:20:56 AM
Last modification on : Wednesday, February 8, 2023-5:10:55 PM
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- HAL Id : hal-01019472 , version 1
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I. Kharroubi, N. Langrené, H. Pham. A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization. Monte Carlo Methods and Applications, 2014, 20 (2), pp.145-165. ⟨hal-01019472⟩
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