Asymptotic optimality for stochastic control problems via diffusion approximation

Michael I Taksar, R. Liptser, W. Runggaldier

Original language	English
Journal	Theory of Probability and Its Applications
Volume	4
Pages (from-to)	705-737
ISSN	0040-585X
Publication status	Published - 1999

Cite this

@article{31676d5074c611dbbee902004c4f4f50,

title = "Asymptotic optimality for stochastic control problems via diffusion approximation",

author = "Taksar, {Michael I} and R. Liptser and W. Runggaldier",

year = "1999",

language = "English",

volume = "4",

pages = "705--737",

journal = "Theory of Probability and its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics",

}