Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of controlled solutions of Ito's equation by controlled Markov chains |
scientific article |
Statements
Approximation of controlled solutions of Ito's equation by controlled Markov chains (English)
0 references
1983
0 references
convergence of payoff functions
0 references
controlled Markov chains
0 references
Ito equation
0 references
Bellman equation
0 references
