Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q174462 |
||
| Property / author | |||
| Property / author: H. Pragarauskas / rank | |||
Revision as of 06:32, 10 February 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
