Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521): Difference between revisions
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scientific article
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English | Discrete dynamic programming and viscosity solutions of the Bellman equation |
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Discrete dynamic programming and viscosity solutions of the Bellman equation (English)
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1989
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approximation schemes
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viscosity solution
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Bellman equation
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dynamic programming
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monotone convergence
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