The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality (Q1881857)
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scientific article; zbMATH DE number 2108424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality |
scientific article; zbMATH DE number 2108424 |
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The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality (English)
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18 October 2004
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stochastic dynamic control problems
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asymptotic optimality
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controlled diffusion processes
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optimality conditions
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discrete-time processes
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continuous-time processes
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