Continuity Theorems in Stochastic Control Problems

DOI10.1287/MOOR.7.4.568zbMath0499.93072OpenAlexW2108556498MaRDI QIDQ3966033

Keigo Yamada

Publication date: 1982

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.7.4.568

zbMATH Keywords

weak convergencestorage theoryapproximation of stochastic control problems by discretization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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