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

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Diffusive limit approximation of pure-jump optimal stochastic control problems (Q6371138)

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scientific article
Language Label Description Also known as
English
Diffusive limit approximation of pure-jump optimal stochastic control problems
scientific article

    Statements

    publication date
    24 June 2021
    0 references
    arXiv classification
    math.OC
    0 references
    author
    Marc Abeille
    0 references
    Bruno Bouchard
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    Lorenzo Croissant
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    Identifiers

    arXiv ID
    2106.12848
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60J74
    0 references
    91B26
    0 references
     
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