Epi-consistent approximationof stochastic dynamic programs

MaRDI QIDQ6853444zbMATH OpenFDO

Authors Dominic S. T. Keehan, Johannes O. Royset

Publication date 25 February 2026

Published in Journal of Convex Analysis (Search for Journal in Brave)

Full work available at URL https://www.heldermann.de/JCA/JCA33/JCA331/jca33024.htm#jca331

zbMATH Keywords

Attouch-Wets distanceepi-convergencestochastic dynamic programmingstochastic optimal control

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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