Approximation of controlled solutions of Ito's equation by controlled Markov chains
type: Item
instance of: scholarly article
title: Approximation of controlled solutions of Ito's equation by controlled Markov chains
zbMATH Open document ID: 0529.60082
DOI: 10.1007/BF00968597
published in: Lithuanian Mathematical Journal
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 49J20
zbMATH DE Number: 3841011
zbMATH Keywords: convergence of payoff functions
zbMATH Keywords: controlled Markov chains
zbMATH Keywords: Ito equation
zbMATH Keywords: Bellman equation
author: Henrikas Pragarauskas
MaRDI profile type: Publication
cites work: Probability methods for approximations in stochastic control and for elliptic equations
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description: scientific article; zbMATH DE number 3841011