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Error estimates for stochastic differential game: the adverse stopping caseIMA Journal of Numerical Analysis, 2006, 28, pp.188-212. ⟨10.1093/imanum/dri034⟩
Journal articles
hal-00979003v1
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Error estimates for a stochastic impulse control problemApplied Mathematics and Optimization, 2007, 55 (3), pp.327-357. ⟨10.1007/s00245-006-0865-2⟩
Journal articles
hal-00849555v1
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Some convergence results for Howard's algorithmSIAM Journal on Numerical Analysis, 2009, 47 (4), pp.3001--3026. ⟨10.1007/s00245-006-0865-2⟩
Journal articles
inria-00179549v1
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Numerical approximation for a superreplication problem under gamma constraintsSIAM Journal on Numerical Analysis, 2009, 47 (3), pp.2289-2320. ⟨10.1137/080725222⟩
Journal articles
hal-00278077v1
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