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Information Relaxation and Dual Formulation of Controlled Markov Diffusions - MaRDI portal

Information Relaxation and Dual Formulation of Controlled Markov Diffusions (Q2982547)

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Information Relaxation and Dual Formulation of Controlled Markov Diffusions
scientific article

    Statements

    title
    Information Relaxation and Dual Formulation of Controlled Markov Diffusions (English)
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    author
    Fan Ye
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    Enlu Zhou
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    publication date
    16 May 2017
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    Identifiers

    Mathematics Subject Classification ID
    90C40
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    49L20
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    49K45
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    93E20
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    zbMATH DE Number
    6716599
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    arXiv ID
    1303.2388
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    OpenAlex ID
    W2085130871
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