Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control (Q4243582)
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scientific article; zbMATH DE number 1288910
Language | Label | Description | Also known as |
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English | Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control |
scientific article; zbMATH DE number 1288910 |
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Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control (English)
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19 May 1999
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Markov chain approximation
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finite difference approximation
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deterministic optimal control
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weak convergence
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calculus of variations
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large deviations
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robust control
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robust filtering
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computer vision
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convergence
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