Convergence of Markov chain approximation on generalized HJB equation and its applications
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Publication:2440656
DOI10.1016/j.automatica.2007.07.014zbMath1283.93319OpenAlexW2046624619MaRDI QIDQ2440656
Publication date: 19 March 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.07.014
Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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