Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656)

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scientific article; zbMATH DE number 6271305
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    Convergence of Markov chain approximation on generalized HJB equation and its applications
    scientific article; zbMATH DE number 6271305

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      Convergence of Markov chain approximation on generalized HJB equation and its applications (English)
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      19 March 2014
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      stochastic control
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      differential games
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      convergence of numerical methods
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      dynamic programming
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