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"Error analysis of a discretization for stochastic linear quadratic control ..."

Yanqing Wang (2021)

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DOI: 10.1093/IMAMCI/DNAB031

access: closed

type: Journal Article

metadata version: 2021-12-15

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Yanqing Wang:
Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs. IMA J. Math. Control. Inf. 38(4): 1148-1173 (2021)

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