A stability theorem for stochastic differential equations and application to stochastic control problems (Q3347046)
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scientific article; zbMATH DE number 3881604
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| English | A stability theorem for stochastic differential equations and application to stochastic control problems |
scientific article; zbMATH DE number 3881604 |
Statements
A stability theorem for stochastic differential equations and application to stochastic control problems (English)
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1984
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Skorokhod convergence
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discrete time approximations
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stochastic optimal control problems
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0.8617876172065735
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0.8002711534500122
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0.7908239960670471
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