The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
Approximate linear programs have been used extensively to approximately solve stochastic dynamic programs that suffer from the well-known curse of dimensionality. Due to canonical results establishing ...
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