@article{M2AN_2004__38_4_723_0,
     author = {Bonnans, J. Fr\'ed\'eric and Ottenwaelter, \'Elisabeth and Zidani, Housnaa},
     title = {A fast algorithm for the two dimensional {HJB} equation of stochastic control},
     journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique},
     pages = {723--735},
     publisher = {EDP-Sciences},
     volume = {38},
     number = {4},
     year = {2004},
     doi = {10.1051/m2an:2004034},
     mrnumber = {2087732},
     zbl = {1130.93433},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/m2an:2004034/}
}