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Diffusive limit approximation of pure-jump optimal stochastic control problems - MaRDI portal

Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562)

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scientific article; zbMATH DE number 7644268
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Diffusive limit approximation of pure-jump optimal stochastic control problems
scientific article; zbMATH DE number 7644268

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    Diffusive limit approximation of pure-jump optimal stochastic control problems (English)
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    23 January 2023
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    diffusive limit
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    stochastic optimal control
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    online auctions
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