%0 Journal Article
%A Bonnans, J. Frédéric
%A Ottenwaelter, Élisabeth
%A Zidani, Housnaa
%T A fast algorithm for the two dimensional HJB equation of stochastic control
%J ESAIM: Modélisation mathématique et analyse numérique
%D 2004
%P 723-735
%V 38
%N 4
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/m2an:2004034/
%R 10.1051/m2an:2004034
%G en
%F M2AN_2004__38_4_723_0