Continuity Theorems in Stochastic Control Problems

DOI10.1287/MOOR.7.4.568MaRDI QIDQ3966033zbMATH OpenOpenAlexFDO

Authors Keigo Yamada

Publication date 1982

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.7.4.568

zbMATH Keywords

weak convergencestorage theoryapproximation of stochastic control problems by discretization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

Cited in

(1)

• Estimation of robustness for controlled diffusion processes

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