Qingshuo Song, Gang George Yin. Convergence rates of Markov chain approximation methods for controlled diffusions with stopping. J. Systems Science & Complexity, 23(3):600-621, 2010. [doi]
@article{SongY10-10,
title = {Convergence rates of Markov chain approximation methods for controlled diffusions with stopping},
author = {Qingshuo Song and Gang George Yin},
year = {2010},
doi = {10.1007/s11424-010-0148-5},
url = {http://dx.doi.org/10.1007/s11424-010-0148-5},
researchr = {https://researchr.org/publication/SongY10-10},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {23},
number = {3},
pages = {600-621},
}