Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems (Q2753211): Difference between revisions
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scientific article
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English | Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems |
scientific article |
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Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems (English)
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29 October 2001
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optimal control
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numerical approximation
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rate of convergence
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Markov chain approximation
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feedback control
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finite difference approximation
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