A technique for stochastic control problems with unbounded control set

DOI10.1023/A:1021761030407zbMath0928.93069MaRDI QIDQ1283448

K. Appert

Publication date: 9 January 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic controlapproximationsuboptimal controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls

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