Discrete dynamic programming and viscosity solutions of the Bellman equation
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Publication:1121521
DOI10.1016/S0294-1449(17)30020-3zbMath0674.49028OpenAlexW2604207521MaRDI QIDQ1121521
Italo Capuzzo-Dolcetta, Maurizio Falcone
Publication date: 1989
Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPC_1989__S6__161_0
Dynamic programming in optimal control and differential games (49L20) Numerical methods based on necessary conditions (49M05)
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