On the Convergence of Discrete Stochastic Decision Processes to their Continuous Analogues

On the Convergence of Discrete Stochastic Decision Processes to their Continuous Analogues

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A direct proof of the convergence of the discrete gold-mining process to the continuous process discussed in P-433, A Functional Equation in the Theory of Dynamic Programming and Its Generalizations, and R-271, Dynamic Programming of Continuous Proce...