Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973)
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scientific article; zbMATH DE number 7829945
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English | Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria |
scientific article; zbMATH DE number 7829945 |
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Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (English)
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10 April 2024
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controlled diffusions
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finite actions
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Hamilton-Jacobi-Bellman equation
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near optimality
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piecewise constant policy
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