Geodesic
Time-discretization for controlled Markov processes. II. A jump and diffusion application
Kybernetika, Tome 32 (1996) no. 2, pp. 139-158.

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Classification : 49K45, 49M25, 90C40, 93C57, 93E20 
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     author = {van Dijk, Nico M. and Hordijk, Arie},
     title = {Time-discretization for controlled {Markov} processes. {II.} {A} jump and diffusion application},
     journal = {Kybernetika},
     pages = {139--158},
     publisher = {mathdoc},
     volume = {32},
     number = {2},
     year = {1996},
     mrnumber = {1385859},
     zbl = {0874.93095},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1996__32_2_a2/}
}
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van Dijk, Nico M.; Hordijk, Arie. Time-discretization for controlled Markov processes. II. A jump and diffusion application. Kybernetika, Tome 32 (1996) no. 2, pp. 139-158. http://geodesic.mathdoc.fr/item/KYB_1996__32_2_a2/