On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968)
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scientific article; zbMATH DE number 7194602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time discretization of stochastic optimal control problems: The dynamic programming approach |
scientific article; zbMATH DE number 7194602 |
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On the time discretization of stochastic optimal control problems: The dynamic programming approach (English)
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29 April 2020
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feedback control
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optimal stochastic control problems
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time-discretization
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convergence of the approximate value functions
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minimizing sequences of controls
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