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G.B. Di Masi
Information about the author G.B. Di Masi will soon be added to the site.
Found
2 papers
in total
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Risk-sensitive control of discrete-time Markov processes with infinite horizon
1999
In this paper we study existence of solutions to the Bellman equation corresponding to...
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
1999
A pathwise optimality criterion is proposed for stochastic control problems in order...
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