Lajos Gergely Gyurkó, B. M. Hambly, Jan Hendrik Witte. Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Math. Meth. of OR, 81(1):109-135, 2015. [doi]
@article{GyurkoHW15,
title = {Monte Carlo methods via a dual approach for some discrete time stochastic control problems},
author = {Lajos Gergely Gyurkó and B. M. Hambly and Jan Hendrik Witte},
year = {2015},
doi = {10.1007/s00186-014-0488-3},
url = {http://dx.doi.org/10.1007/s00186-014-0488-3},
researchr = {https://researchr.org/publication/GyurkoHW15},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {81},
number = {1},
pages = {109-135},
}