{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,29]],"date-time":"2022-03-29T13:41:06Z","timestamp":1648561266498},"reference-count":16,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2010,6,1]],"date-time":"2010-06-01T00:00:00Z","timestamp":1275350400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J Syst Sci Complex"],"published-print":{"date-parts":[[2010,6]]},"DOI":"10.1007\/s11424-010-0148-5","type":"journal-article","created":{"date-parts":[[2010,7,5]],"date-time":"2010-07-05T06:57:36Z","timestamp":1278313056000},"page":"600-621","source":"Crossref","is-referenced-by-count":2,"title":["Convergence rates of Markov chain approximation methods for controlled diffusions with stopping"],"prefix":"10.1007","volume":"23","author":[{"given":"Qingshuo","family":"Song","sequence":"first","affiliation":[]},{"given":"Gang George","family":"Yin","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2010,7,6]]},"reference":[{"key":"148_CR1","doi-asserted-by":"crossref","first-page":"999","DOI":"10.1137\/0328056","volume":"28","author":"H. J. Kushner","year":"1990","unstructured":"H. J. Kushner, Numiercal methods for stochastic control problems in continuous time, SIAM J. Control Optim., 1990, 28: 999\u20131048.","journal-title":"SIAM J. Control Optim."},{"key":"148_CR2","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4613-0007-6","volume-title":"Numerical Methods for Stochastic Control Problems in Continuous Time","author":"H. J. Kushner","year":"2001","unstructured":"H. J. Kushner and P. Dupuis, Numerical Methods for Stochastic Control Problems in Continuous Time, 2nd Edition, Springer, New York, 2001.","edition":"2nd Edition"},{"key":"148_CR3","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1051\/m2an:2002002","volume":"36","author":"G. Barles","year":"2002","unstructured":"G. Barles and E. R. Jakobsen, On the rate for approximation shemes for Hamilton-Jacobi-Bellman equations, M2AN Math. Model. Numer. Anal., 2002, 36: 33\u201354.","journal-title":"M2AN Math. Model. Numer. Anal."},{"key":"148_CR4","doi-asserted-by":"crossref","first-page":"37","DOI":"10.1007\/s00245-007-0879-4","volume":"56","author":"H. Dong","year":"2007","unstructured":"H. Dong and N. V. Krylov, On the rate of convergence of finite-difference approximations for parabolic Bellman equations with Lipschitz coefficients in cylindrical domains, Appl. Math. Optim., 2007, 56: 37\u201366.","journal-title":"Appl. Math. Optim."},{"key":"148_CR5","doi-asserted-by":"crossref","first-page":"613","DOI":"10.1142\/S0218202503002660","volume":"13","author":"E. R. Jakobsen","year":"2003","unstructured":"E. R. Jakobsen, On the rate of convergence of approximation schemes for Bellman equations associated with optimal stopping time problems, Math. Methods Appl. Sci., 2003, 13: 613\u2013644.","journal-title":"Math. Methods Appl. Sci."},{"key":"148_CR6","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/s004400050264","volume":"117","author":"N. V. Krylov","year":"2000","unstructured":"N. V. Krylov, On the rate of convergence of finite-difference approximations for Bellman\u2019s equations with variable coefficients. Probab. Theory Related Fields, 2000, 117: 1\u201316.","journal-title":"Probab. Theory Related Fields"},{"key":"148_CR7","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1137\/0327031","volume":"27","author":"J. Menaldi","year":"1989","unstructured":"J. Menaldi, Some estimates for finite difference approximations, SIAM J. Control Optim., 1989, 27: 579\u2013607.","journal-title":"SIAM J. Control Optim."},{"key":"148_CR8","doi-asserted-by":"crossref","first-page":"1755","DOI":"10.1090\/S0025-5718-06-01876-X","volume":"75","author":"J. Zhang","year":"2006","unstructured":"J. Zhang, Rate of convergence of finite difference approximations for degenerate ODEs, Math. Computation, 2006, 75: 1755\u20131778.","journal-title":"Math. Computation"},{"key":"148_CR9","doi-asserted-by":"crossref","first-page":"1147","DOI":"10.1016\/j.automatica.2006.03.016","volume":"42","author":"Q. S. Song","year":"2006","unstructured":"Q. S. Song, G. Yin, and Z. Zhang, Numerical method for controlled regime-switching diffusions and regime-switching jump diffusions, Automatica, 2006, 42: 1147\u20131157.","journal-title":"Automatica"},{"key":"148_CR10","doi-asserted-by":"crossref","first-page":"1831","DOI":"10.1137\/070679843","volume":"48","author":"Q. S. Song","year":"2009","unstructured":"Q. S. Song and G. Yin, Rates of convergence of numerical methods for controlled regime-switching diffusions with stopping times in the costs, SIAM J. Control Optim., 2009, 48: 1831\u20131857.","journal-title":"SIAM J. Control Optim."},{"key":"148_CR11","doi-asserted-by":"crossref","first-page":"2283","DOI":"10.1109\/9.811211","volume":"44","author":"H. J. Kushner","year":"2000","unstructured":"H. J. Kushner, Consistency issues for numerical methods for variance control with applications to optimization in finance, IEEE Trans. Automatic Control, 2000, 44: 2283\u20132296.","journal-title":"IEEE Trans. Automatic Control"},{"key":"148_CR12","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-6380-7","volume-title":"Deterministic and Stochastic Optimal Control","author":"W. H. Fleming","year":"1975","unstructured":"W. H. Fleming and R. W. Rishel, Deterministic and Stochastic Optimal Control, Springer-Verlag, New York, NY, 1975."},{"key":"148_CR13","unstructured":"P. Hall, C. C. Heyde, Martingale Limit Theory and Its Application, Academic Press, 1980."},{"issue":"Part1","key":"148_CR14","first-page":"315","volume":"II","author":"V. Strassen","year":"1967","unstructured":"V. Strassen, Almost sure behavior of sums of independent random variables and martingales, Proc. 5th Berkeley Symp. on Math. Statist. Probab., Vol. II(Part 1), Berkeley Univ. of Calif. Press, 1967, 315\u2013343.","journal-title":"Proc. 5th Berkeley Symp. on Math. Statist. Probab."},{"key":"148_CR15","volume-title":"Brownian Motion and Stochastic Calculus","author":"I. Karatzas","year":"2004","unstructured":"I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, New York, 2004."},{"key":"148_CR16","doi-asserted-by":"crossref","unstructured":"N. V. Krylov, Controlled Diffusion Processes, Springer-Verlag, 1980.","DOI":"10.1007\/978-1-4612-6051-6"}],"container-title":["Journal of Systems Science and Complexity"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-010-0148-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11424-010-0148-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-010-0148-5","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T10:53:59Z","timestamp":1559386439000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11424-010-0148-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,6]]},"references-count":16,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2010,6]]}},"alternative-id":["148"],"URL":"https:\/\/doi.org\/10.1007\/s11424-010-0148-5","relation":{},"ISSN":["1009-6124","1559-7067"],"issn-type":[{"value":"1009-6124","type":"print"},{"value":"1559-7067","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,6]]}}}