Geodesic
A diffusion approximation in the ruin problem for a controlled Markov chain
Kybernetika, Tome 10 (1974) no. 2, p. 132

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Classification : 60J10, 60J70, 60J99, 90C40, 93E20 
@article{KYB_1974__10_2_a3,
     author = {van Kieu, Pham},
     title = {A diffusion approximation in the ruin problem for a controlled {Markov} chain},
     journal = {Kybernetika},
     pages = {--132},
     publisher = {mathdoc},
     volume = {10},
     number = {2},
     year = {1974},
     mrnumber = {0359034},
     zbl = {0281.60071},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1974__10_2_a3/}
}
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van Kieu, Pham. A diffusion approximation in the ruin problem for a controlled Markov chain. Kybernetika, Tome 10 (1974) no. 2, p. 132. http://geodesic.mathdoc.fr/item/KYB_1974__10_2_a3/