Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064)
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scientific article; zbMATH DE number 7191660
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| English | Probabilistic error analysis for some approximation schemes to optimal control problems |
scientific article; zbMATH DE number 7191660 |
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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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0.9293915
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0.9162992
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0.91409075
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0.9106781
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0.90902317
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0.90889317
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