On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410): Difference between revisions
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| Property / cites work: Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness / rank | |||
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Latest revision as of 01:46, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem |
scientific article |
Statements
On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (English)
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13 May 2011
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stochastic optimal control
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Bellman equations
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viscosity solution
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