Stochastic control via direct comparison (Q633815)

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Stochastic control via direct comparison
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    title
    Stochastic control via direct comparison (English)
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    author
    De-Xin Wang
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    Cao, Xiren
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    Tao Lü
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    Yi-Fan Xu
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    publication date
    30 March 2011
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    Mathematics Subject Classification ID
    93E20
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    90C39
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    90C15
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    49L20
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    60J25
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    93C70
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    zbMATH DE Number
    5871648
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    zbMATH Keywords
    dynamic programming
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    Markov decision processes
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    HJB equation
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    performance potentials
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    Poisson equation
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    perturbation analysis
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    sensitivity-based optimization
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