Publication:3932712
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zbMath0476.93082MaRDI QIDQ3932712
Publication date: 1980
maximum principle; numerical methods; Markov chain; approximation of a general stochastic control problem; Markovian stochastic control problem
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control
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