Addendum to 'A sparse Markov chain approximation of LQ-type stochastic control problems'

Article Contents

This issue Previous Article Time-inconsistent optimal control problems with regime-switching Next Article

Addendum to "A sparse Markov chain approximation of LQ-type stochastic control problems"

1.
School of Mathematics, University of Edinburgh, Edinburgh EH9 3JZ, Scotland, UK
2.
Institut für Mathematik, Brandenburgische Technische Universität Cottbus-Senftenberg, Platz der Deutschen Einheit 1,03046 Cottbus, Germany

Received: July 31, 2017

Published: November 2017

Abstract Full Text(HTML) Related Papers Cited by

Citation:

Full Text(HTML)

[1]	R. Banisch and C. Hartmann, A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389. doi: 10.3934/mcrf.2016007.