Rates of Convergence for Approximation Schemes in Optimal Control (Q4388931)
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scientific article; zbMATH DE number 1150694
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| English | 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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0.9657639
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0.9545374
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0.9325839
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0.9279848
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0.92246693
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