Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521)
From MaRDI portal
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
