Existence results for optimal stochastic controls ; Weak convergence of measures and convergence of finite difference approximations to a discounted problem for a diffusion

Author(s)

• Kushner, Harold J. (Harold Joseph)

Bibliographic Information

Existence results for optimal stochastic controls ; Weak convergence of measures and convergence of finite difference approximations to a discounted problem for a diffusion

H.J. Kushner

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Includes bibliographical references

Details

• NCID: BB23764887
• Country Code: xx
• Title Language Code: eng
• Text Language Code: eng
• Pages/Volumes: 14, 22 p.
• Size: 28 cm