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van Dijk, Nico M. ; Hordijk, Arie
Time-discretization for controlled Markov processes. II. A jump and diffusion application. (English). Kybernetika, vol. 32 (1996), issue 2, pp. 139-158
MSC: 49K45, 49M25, 90C40, 93C57, 93E20 | MR 1385859 | Zbl 0874.93095
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Time-discretization for controlled Markov processes. I. General approximation results
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