most citedStochastic control up to a hitting time: optimality and rolling-horizon implementation

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math.PR2011

Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes

Arnab Ganguly, Debasish Chatterjee, John Lygeros +1

We establish conditions for uniform -th moment bound of certain -valued functions of a discrete-time stochastic process taking values in a general metric space. The condit…