Consistency issues for numerical methods for variance control, with applications to optimization in finance

Harold J. Kushner. Consistency issues for numerical methods for variance control, with applications to optimization in finance. IEEE Trans. Automat. Contr., 44(12):2283-2296, 1999. [doi]

@article{Kushner99-0,
  title = {Consistency issues for numerical methods for variance control, with applications to optimization in finance},
  author = {Harold J. Kushner},
  year = {1999},
  doi = {10.1109/9.811211},
  url = {http://dx.doi.org/10.1109/9.811211},
  researchr = {https://researchr.org/publication/Kushner99-0},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {44},
  number = {12},
  pages = {2283-2296},
}