Title of article :
Consistency issues for numerical methods for variance control, with applications to optimization in finance
Author/Authors :
Kushner، نويسنده , , H.J.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Keywords :
Financial mathematics , Markov chain approximation , numerical algorithms for stochastic control , Stochasticoptimal control , variance control.
Journal title :
IEEE Transactions on Automatic Control
Journal title :
IEEE Transactions on Automatic Control
