Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey
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Publication:2905360
DOI10.1080/07362994.2012.684327zbMath1246.93124MaRDI QIDQ2905360
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
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G44: Martingales with continuous parameter
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