Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592): Difference between revisions
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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 |
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Approximation of controlled solutions of Ito's equation by controlled Markov chains (English)
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1983
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convergence of payoff functions
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controlled Markov chains
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Ito equation
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Bellman equation
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