Time-discretization for controlled Markov processes. II. A jump and diffusion application

Nico M. van Dijk, Arie Hordijk. Time-discretization for controlled Markov processes. II. A jump and diffusion application. Kybernetika, 32(2):139-158, 1996. [doi]

@article{DijkH96a,
  title = {Time-discretization for controlled Markov processes. II. A jump and diffusion application},
  author = {Nico M. van Dijk and Arie Hordijk},
  year = {1996},
  url = {http://www.kybernetika.cz/content/1996/2/139},
  researchr = {https://researchr.org/publication/DijkH96a},
  cites = {0},
  citedby = {0},
  journal = {Kybernetika},
  volume = {32},
  number = {2},
  pages = {139-158},
}