@inbook{43c7f068c237417486e9a927527733a6,
title = "Numerical Algorithms",
abstract = "In this chapter, we consider the issue of numerical approximation of the solution of stochastic optimal control (SOC) problems for which optimality conditions were studied in Chap. 5.",
keywords = "Benchmark Problem, Dynamic Program Approach, Particle Method, Scenario Tree, Time Stage",
author = "Pierre Carpentier and Chancelier, \{Jean Philippe\} and Guy Cohen and \{De Lara\}, Michel",
note = "Publisher Copyright: {\textcopyright} 2015, Springer International Publishing Switzerland.",
year = "2015",
month = jan,
day = "1",
doi = "10.1007/978-3-319-18138-7\_7",
language = "English",
series = "Probability Theory and Stochastic Modelling",
publisher = "Springer Nature",
pages = "181--207",
booktitle = "Probability Theory and Stochastic Modelling",
}