Journal of Economic Dynamics and Control · 1997 · 39 citations · 14 references
Natural SciencesEconomicsFinanceFinancial EconomicsFluid DynamicsMathematical EconomicsBoundary ConditionsBoundary-value ProblemsFinancial MathematicsNumerical AnalysisNumerical Methods For Differential EquationsPartial Differential EquationsFree-boundary ProblemsInitial Boundary ConditionsInitial-boundary Value ProblemsNumerical Stability AnalysisSingular Boundary-value ProblemsSingular ControlSingularly Perturbed Boundary Value Problems
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Controlled markov processes and viscosity solutions
M. R. James · Stochastics and stochastics reports · 1994 · 1.1K citations