Existence of strict optimal controls for discounted stochastic control problems

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Submitted on : Wednesday, January 29, 2014 - 10:46:07 AM
Last modification on : Thursday, January 11, 2018 - 6:22:11 AM

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Francois 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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