Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Italo Capuzzo-Dolcetta / rank | |||
Property / author | |||
Property / author: Maurizio Falcone / rank | |||
Revision as of 22:35, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Discrete dynamic programming and viscosity solutions of the Bellman equation |
scientific article |
Statements
Discrete dynamic programming and viscosity solutions of the Bellman equation (English)
0 references
1989
0 references
approximation schemes
0 references
viscosity solution
0 references
Bellman equation
0 references
dynamic programming
0 references
monotone convergence
0 references