Rates of Convergence for Approximation Schemes in Optimal Control (Q4388931)

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scientific article; zbMATH DE number 1150694
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Rates of Convergence for Approximation Schemes in Optimal Control
scientific article; zbMATH DE number 1150694

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    Rates of Convergence for Approximation Schemes in Optimal Control (English)
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    10 May 1998
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    optimal control
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    numerical approximation
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    rate of convergence
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    finite differences
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    ergodic control
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    reflected diffusions
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    nonlinear PDE
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