Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic error analysis for some approximation schemes to optimal control problems |
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Probabilistic error analysis for some approximation schemes to optimal control problems (English)
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22 April 2020
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optimal stochastic control
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Markov chain approximation schemes
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error estimates
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