Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost

✍ Scribed by P. Dai Pra; C. Rudari

• Book ID: 110623996
• Publisher: Springer
• Year: 1997
• Tongue: English
• Weight: 493 KB
• Volume: 35
• Category: Article
• ISSN: 0095-4616
• DOI: 10.1007/bf02683329