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A numerical method for a calculus of variations problem with discontinuous integrand

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Applied Stochastic Analysis

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 177))

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Massachusetts at Amherst, 01003, Amherst, Massachusetts

    Paul Dupuis

Authors
  1. Paul Dupuis
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Ioannis Karatzas Daniel Ocone

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© 1992 Springer-Verlag

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Dupuis, P. (1992). A numerical method for a calculus of variations problem with discontinuous integrand. In: Karatzas, I., Ocone, D. (eds) Applied Stochastic Analysis. Lecture Notes in Control and Information Sciences, vol 177. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007050

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  • DOI: https://doi.org/10.1007/BFb0007050

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55296-3

  • Online ISBN: 978-3-540-47017-5

  • eBook Packages: Springer Book Archive

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