Asymptotic optimality for stochastic control problems via diffusion approximation
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Asymptotic optimality for stochastic control problems via diffusion approximation. / Taksar, Michael I; Liptser, R.; Runggaldier, W.
In: Theory of Probability and Its Applications, Vol. 4, 1999, p. 705-737.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Taksar, MI, Liptser, R & Runggaldier, W 1999, 'Asymptotic optimality for stochastic control problems via diffusion approximation', Theory of Probability and Its Applications, vol. 4, pp. 705-737.
APA
Taksar, M. I., Liptser, R., & Runggaldier, W. (1999). Asymptotic optimality for stochastic control problems via diffusion approximation. Theory of Probability and Its Applications, 4, 705-737.
Vancouver
Taksar MI, Liptser R, Runggaldier W. Asymptotic optimality for stochastic control problems via diffusion approximation. Theory of Probability and Its Applications. 1999;4:705-737.
Author
Bibtex
@article{31676d5074c611dbbee902004c4f4f50,
title = "Asymptotic optimality for stochastic control problems via diffusion approximation",
author = "Taksar, {Michael I} and R. Liptser and W. Runggaldier",
year = "1999",
language = "English",
volume = "4",
pages = "705--737",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
}
RIS
TY - JOUR
T1 - Asymptotic optimality for stochastic control problems via diffusion approximation
AU - Taksar, Michael I
AU - Liptser, R.
AU - Runggaldier, W.
PY - 1999
Y1 - 1999
M3 - Journal article
VL - 4
SP - 705
EP - 737
JO - Theory of Probability and its Applications
JF - Theory of Probability and its Applications
SN - 0040-585X
ER -
ID: 147491