Asymptotic optimality for stochastic control problems via diffusion approximation

Michael I Taksar, R. Liptser, W. Runggaldier

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Theory of Probability and Its Applications
Vol/bind	4
Sider (fra-til)	705-737
ISSN	0040-585X
Status	Udgivet - 1999

Citationsformater

@article{31676d5074c611dbbee902004c4f4f50,

title = "Asymptotic optimality for stochastic control problems via diffusion approximation",

author = "Taksar, {Michael I} and R. Liptser and W. Runggaldier",

year = "1999",

language = "English",

volume = "4",

pages = "705--737",

journal = "Theory of Probability and its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics",

}