On the Fourier cosine series expansion (COS) method for stochastic control problems

2013-01-01

Numerical Linear Algebra with Applications , Volume 20 - Issue 4 p. 598- 625

Additional Metadata
THEME	Other (theme 6)
Publisher	Wiley
Journal	Numerical Linear Algebra with Applications
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ruijter, M.J, Oosterlee, C.W, & Aalbers, R.F.T. (2013). On the Fourier cosine series expansion (COS) method for stochastic control problems. Numerical Linear Algebra with Applications, 20(4), 598–625.

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