Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost
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Publication:5961572
DOI10.1007/BF02683329zbMath0869.93053OpenAlexW2115204485MaRDI QIDQ5961572
Paolo Dai Pra, Cristina Rudari
Publication date: 8 September 1997
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02683329
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