On the approximation of optimal stochastic controls (Q1168941)
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scientific article; zbMATH DE number 3777378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of optimal stochastic controls |
scientific article; zbMATH DE number 3777378 |
Statements
On the approximation of optimal stochastic controls (English)
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1983
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stochastic maximum principle
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controlled diffusion
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approximating controls
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weak convergence
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