A Pseudo-Markov Property for Controlled Diffusion Processes

SIAM Journal on Control and Optimization 2016 / 01 Vol. 54; Iss. 2

A Pseudo-Markov Property for Controlled Diffusion Processes

Claisse, Julien, Talay, Denis, Tan, Xiaolu
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Volume:
54
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/151004252
Date:
January, 2016
File:
PDF, 196 KB
english, 2016
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