Asymptotic optimality for stochastic control problems via diffusion approximation

Research output: Contribution to journal › Journal article › Research › peer-review

  • Michael I Taksar
  • R. Liptser
  • W. Runggaldier
Original languageEnglish
JournalTheory of Probability and Its Applications
Volume4
Pages (from-to)705-737
ISSN0040-585X
Publication statusPublished - 1999

ID: 147491