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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| English | 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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0.8412989377975464
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0.8354285955429077
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0.8350314497947693
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0.8339029550552368
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