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"Almost sure optimality and optimality in probabilityfor stochastic control ..."

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato (1999)

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DOI: 10.1023/A%3A1018974112132

access: closed

type: Journal Article

metadata version: 2020-08-13

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Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato:
Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon. Ann. Oper. Res. 88: 161-171 (1999)

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