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A discrete approximation to optimal stochastic controls. (English) Zbl 0476.93082
Analysis and optimisation of stochastic systems, Proc. int. Conf., Oxford 1978, 229-241 (1980).

MSC:
93E25 Computational methods in stochastic control (MSC2010)
93E20 Optimal stochastic control
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)