Geodesic
Time-discretization for controlled Markov processes. I. General approximation results
Kybernetika, Tome 32 (1996) no. 1, pp. 1-16.

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Classification : 49K45, 49M25, 90C40, 93C57, 93E20 
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     author = {van Dijk, Nico M. and Hordijk, Arie},
     title = {Time-discretization for controlled {Markov} processes. {I.} {General} approximation results},
     journal = {Kybernetika},
     pages = {1--16},
     publisher = {mathdoc},
     volume = {32},
     number = {1},
     year = {1996},
     mrnumber = {1380195},
     zbl = {0874.93094},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1996__32_1_a0/}
}
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van Dijk, Nico M.; Hordijk, Arie. Time-discretization for controlled Markov processes. I. General approximation results. Kybernetika, Tome 32 (1996) no. 1, pp. 1-16. http://geodesic.mathdoc.fr/item/KYB_1996__32_1_a0/