Time-average control of martingale problems: Existence of a stationary solution
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Publication:913227
DOI10.1214/aop/1176990944zbMath0699.49018MaRDI QIDQ913227
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990944
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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