On the Fourier cosine series expansion method for stochastic control problems

Published 2013 View Full Article

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Title
On the Fourier cosine series expansion method for stochastic control problems
Authors
Keywords
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Journal
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Volume 20, Issue 4, Pages 598-625
Publisher
Wiley
Online
2013-02-14
DOI
10.1002/nla.1866
References
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