The following publications are possibly variants of this publication:
- Convergence rates of Markov chain approximation methods for controlled diffusions with stoppingQingshuo Song, Gang George Yin. jossac, 23(3):600-621, 2010. [doi]
- Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the CostsQ. S. Song, G. Yin. siamco, 48(3):1831-1857, 2009. [doi]
- Convergence of Markov chain approximation on generalized HJB equation and its applicationsQ. S. Song. automatica, 44(3):761-766, 2008. [doi]
- Markov chain approximation techniques for a class of nonlinear control problemsG. Yin, Q. Zhang, S. Miao. npsc, 10:447-464, 2002.