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Publikováno v:
Journal of Optimization Theory and Applications. 196:147-176
We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence speed is provided by the H\"older constant of the Hessian of the limit pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d719bdfbeab0778304c6692be9cbe447
https://doi.org/10.1007/s10957-022-02135-7
https://doi.org/10.1007/s10957-022-02135-7
