论文信息 - Time-discretization for controlled Markov processes. I. General approximation results - 字舞流文

Time-discretization for controlled Markov processes. I. General approximation results

Arie Hordijk | Nico M. van Dijk | A. Hordijk | N. Dijk

[1] Norbert Christopeit. Discrete Approximation of Continuous Time Stochastic Control Systems , 1983 .

[2] W. Fleming,et al. Deterministic and Stochastic Optimal Control , 1975 .