Large Deviation Limit for Discrete-Time, Totally Observed Stochastic Control Problems with Multiplicative Cost

P. Dai Pra

Open source

DOI
10.1007/s002459900046
Published
1997-03-01
Container
Applied Mathematics and Optimization
Publisher
Springer Science and Business Media LLC
Open access
unknown

Credibility signals

uncertain Score 64/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

Cite this work

BibTeX

@article{allodium:10.1007/s002459900046,
  title = {Large Deviation Limit for Discrete-Time, Totally Observed Stochastic Control Problems with Multiplicative Cost},
  author = {P. Dai Pra},
  year = {1997},
  journal = {Applied Mathematics and Optimization},
  doi = {10.1007/s002459900046},
  url = {https://doi.org/10.1007/s002459900046}
}

RIS

TY  - JOUR
TI  - Large Deviation Limit for Discrete-Time, Totally Observed Stochastic Control Problems with Multiplicative Cost
AU  - P. Dai Pra
PY  - 1997
JO  - Applied Mathematics and Optimization
DO  - 10.1007/s002459900046
UR  - https://doi.org/10.1007/s002459900046
ER  - 

APA

Pra, P. D. (1997). Large Deviation Limit for Discrete-Time, Totally Observed Stochastic Control Problems with Multiplicative Cost. Applied Mathematics and Optimization. https://doi.org/10.1007/s002459900046

Source records