On the Fourier cosine series expansion method for stochastic control problems

标题
On the Fourier cosine series expansion method for stochastic control problems
作者
关键词
-
出版物
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Volume 20, Issue 4, Pages 598-625
出版商
Wiley
发表日期
2013-02-14
DOI
10.1002/nla.1866

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