Diffusion Approximation and Optimal Stochastic Control (Q2711151)

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Diffusion Approximation and Optimal Stochastic Control
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    title
    Diffusion Approximation and Optimal Stochastic Control (English)
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    author
    Robert Sh. Liptser
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    Michael I. Taksar
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    publication date
    2 May 2001
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    zbMATH DE Number
    1593213
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    zbMATH Keywords
    optimal stochastic control
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    diffusion processes
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    weak convergence
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    asymptotic optimality
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    Lipschitz feedback
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