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Continuous-state Tayloring conjecture for controlled processes
Continuous-state Tayloring conjecture. Theorems on diffusion approximation and explicit approximation should still hold, with modifications to $\mu_u$ and $\sigma_u$ as defined abo…
Conjectureopencontinuous-state-processes controlled-markov-processes value-functionsarXiv posted 3 days ago

Continuous-state Tayloring conjecture for controlled processes