On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (Q1068354): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Switching for Ordinary Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a system of first-order quasi-variational inequalities connected with the optimal switching problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: On solving certain nonlinear partial differential equations by accretive operator methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5719651 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3961832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee / rank
 
Normal rank

Revision as of 09:09, 17 June 2024

scientific article
Language Label Description Also known as
English
On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
scientific article

    Statements

    On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (English)
    0 references
    0 references
    1983
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    infinite-horizon optimal control problem with discount
    0 references
    approximate solutions
    0 references
    viscosity solution
    0 references
    minimizing sequence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references