Blackwell Optimality for Controlled Diffusion Processes
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Publication:5321756
DOI10.1239/jap/1245676094zbMath1165.93038OpenAlexW2097306757MaRDI QIDQ5321756
Onésimo Hernández-Lerma, Héctor Jasso-Fuentes
Publication date: 15 July 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1245676094
Related Items (4)
Controlled Switching Diffusions Under Ambiguity: The Average Criterion ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Bias and overtaking equilibria for zero-sum stochastic differential games
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