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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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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