Convergence of discretization procedures in dynamic programming

DOI10.1109/TAC.1975.1100984zbMath0311.90079MaRDI QIDQ4071039

Dimitri P. Bertsekas

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)

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