Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey

DOI10.1080/07362994.2012.684327zbMath1246.93124MaRDI QIDQ2905360

Mou-Hsiung Chang

Publication date: 27 August 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.684327

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

60G44: Martingales with continuous parameter

Cites Work

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