Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems (Q2753211)

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Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems
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    Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems (English)
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    29 October 2001
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    optimal control
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    numerical approximation
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    rate of convergence
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    Markov chain approximation
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    feedback control
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    finite difference approximation
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