Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Markov chain approximation on generalized HJB equation and its applications |
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Convergence of Markov chain approximation on generalized HJB equation and its applications (English)
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19 March 2014
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stochastic control
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differential games
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convergence of numerical methods
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dynamic programming
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