An approximation scheme for the optimal control of diffusion processes (Q4698679): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W61439753 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3197741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3355178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Numerical Approximation of an Optimal Correction Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete dynamic programming and viscosity solutions of the Bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate solutions of the Bellman equation of deterministic control theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical approach to the infinite horizon problem of deterministic control theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Qualitative and numerical analysis of a class of prey-predator models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for an Optimal Investment-Consumption Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-grid methods for Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear second-order elliptic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004190 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Estimates for Finite Difference Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence de Solution et Algorithme de Résolution Numérique, de Problème de Contrôle Optimal de Diffusion Stochastique Dégénérée ou Non / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation schemes for viscosity solutions of Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Domain decomposition algorithms for solving hamilton-jacobi-bellman equations / rank
 
Normal rank

Latest revision as of 13:18, 23 May 2024

scientific article; zbMATH DE number 753948
Language Label Description Also known as
English
An approximation scheme for the optimal control of diffusion processes
scientific article; zbMATH DE number 753948

    Statements

    An approximation scheme for the optimal control of diffusion processes (English)
    0 references
    0 references
    0 references
    15 October 1995
    0 references
    numerical tests
    0 references
    optimal control
    0 references
    stochastic diffusion process
    0 references
    dynamic programming
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    convergence
    0 references
    feedback controls
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references