Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221): Difference between revisions

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Latest revision as of 17:30, 28 June 2024

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Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
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    Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (English)
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    22 September 2008
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    stochastic differential equation
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    functional differential equation
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    delay
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    time lag
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    finite differences
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    time discretisation
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    error bound
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    convergence
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    semi-discretisation
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    stochastic optimal control
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