Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592)
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scientific article; zbMATH DE number 3841011
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| English | Approximation of controlled solutions of Ito's equation by controlled Markov chains |
scientific article; zbMATH DE number 3841011 |
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Approximation of controlled solutions of Ito's equation by controlled Markov chains (English)
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1983
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convergence of payoff functions
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controlled Markov chains
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Ito equation
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Bellman equation
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