On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (Q1068354): Difference between revisions
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English | On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming |
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On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (English)
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1983
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Hamilton-Jacobi-Bellman equation
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infinite-horizon optimal control problem with discount
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approximate solutions
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viscosity solution
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minimizing sequence
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