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Existence of strict optimal controls for discounted stochastic control problems

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https://hal.inria.fr/hal-00938162
Contributor : François Dufour <>
Submitted on : Wednesday, January 29, 2014 - 10:46:07 AM
Last modification on : Monday, November 30, 2020 - 10:56:09 AM

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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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