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}, }