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» On the convergence of Hill's method
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SIAMCO
2002
79views more  SIAMCO 2002»
15 years 11 days ago
Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods
Stefan Volkwein, M. Weiser
SIAMCO
2010
66views more  SIAMCO 2010»
14 years 11 months ago
Regression Methods for Stochastic Control Problems and Their Convergence Analysis
Denis Belomestny, Anastasia Kolodko, John Schoenma...
MOC
1998
89views more  MOC 1998»
15 years 11 days ago
Approximation of continuous time stochastic processes by a local linearization method
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Isao Shoji