Existence of strict optimal controls for discounted stochastic control problems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2010
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hal-00938162 , version 1 (29-01-2014)

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  • HAL Id : hal-00938162 , version 1

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François Dufour, Richard H. Stockbridge. Existence of strict optimal controls for discounted stochastic control problems. Alexey B. Piunovskiy. Modern Trends in Controlled Stochastic Processes, Luniver Press, pp.12-21, 2010. ⟨hal-00938162⟩
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