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Stochastic version of a penalty method

  • L. Stettner
  • J. Zabczyk
Stochastic Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)

Abstract

The penalty method studied in this paper was introduced by Lions

Keywords

Variational Inequality Markov Process Potential Theory Penalty Method Infinitesimal Generator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • L. Stettner
    • 1
  • J. Zabczyk
    • 1
  1. 1.Institute of MathematicsPolish Academy of SciencesWarszawaPoland

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