A note on controlled diffusions with long finite horizon (Q805584): Difference between revisions

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+Rates of Weak Convergence for the Multidimensional Central Limit Theorem
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+The value function in ergodic control of diffusion processes with partial observations
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+Ergodic Control of Multidimensional Diffusions I: The Existence Results
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+Ergodic control of multidimensional diffusions. II: Adaptive control
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+On optimality criteria for dynamic programs with long finite horizons
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+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
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