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hal-00988282v1  Journal articles
Frédéric BonnansElisabeth OttenwaelterHasnaa Zidani. A fast algorithm for the two dimensional HJB equation of stochastic control
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2004, 38 (4), pp.723-735. ⟨10.1051/m2an:2004034⟩