Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Numerical Analysis,Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/S0036142997323521
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1. A Weak Convergence Approach to the Theory of Large Deviations
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