Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
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Publication:1283864
DOI10.1214/EJP.v4-39zbMath1044.93546MaRDI QIDQ1283864
Publication date: 31 March 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/123753
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