Adaptive control of diffusion processes with a discounted reward criterion
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- scientific article; zbMATH DE number 4160608 (Why is no real title available?)
- scientific article; zbMATH DE number 758455 (Why is no real title available?)
- scientific article; zbMATH DE number 3378668 (Why is no real title available?)
- scientific article; zbMATH DE number 3400017 (Why is no real title available?)
- Martingale estimation functions for discretely observed diffusion processes
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Cited in
(7)- Discounted robust control for Markov diffusion processes
- Adaptive optimal control of Galton Watson process
- Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion
- CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS
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- Asymptotically efficient adaptive allocation schemes for controlled i.i.d. processes: finite parameter space
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