Continuity Theorems in Stochastic Control Problems (Q3966033)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity Theorems in Stochastic Control Problems |
scientific article |
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Continuity Theorems in Stochastic Control Problems (English)
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1982
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weak convergence
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storage theory
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approximation of stochastic control problems by discretization
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