Construction of the Approximating Markov Chain

  • Kushner H
  • Dupuis P
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Kushner, H. J., & Dupuis, P. G. (1992). Construction of the Approximating Markov Chain. In Numerical Methods for Stochastic Control Problems in Continuous Time (pp. 89–149). Springer US. https://doi.org/10.1007/978-1-4684-0441-8_6

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