The following pages link to (Q3962903):
Displaying 4 items.
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- On the approximation of optimal stochastic controls (Q1168941) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- The optimal control of diffusions (Q2639325) (← links)