Diffusion Approximation and Optimal Stochastic Control
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Publication:2711151
DOI10.1137/S0040585X97977860zbMath0974.60066MaRDI QIDQ2711151
Michael I. Taksar, Wolfgang J. Runggaldier, Robert Sh. Liptser
Publication date: 2 May 2001
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
weak convergence; diffusion processes; asymptotic optimality; optimal stochastic control; Lipschitz feedback
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