Near optimality of Lipschitz and smooth policies in controlled diffusions (Q6648503)
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scientific article; zbMATH DE number 7954054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near optimality of Lipschitz and smooth policies in controlled diffusions |
scientific article; zbMATH DE number 7954054 |
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Near optimality of Lipschitz and smooth policies in controlled diffusions (English)
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4 December 2024
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controlled diffusions
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near optimality
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smooth policy
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Lipschitz continuous policy
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Hamilton-Jacobi-Bellman equation
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