A stability theorem for stochastic differential equations and application to stochastic control problems (Q3347046): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stability theorem for stochastic differential equations and application to stochastic control problems |
scientific article |
Statements
A stability theorem for stochastic differential equations and application to stochastic control problems (English)
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1984
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Skorokhod convergence
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discrete time approximations
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stochastic optimal control problems
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