ON APPROXIMATION OF VALUE FUNCTIONS FOR CONTROLLED DISCONTINUOUS RANDOM PROCESSES
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Publication:3015417
DOI10.3846/13926292.2011.580015zbMath1223.60068OpenAlexW2069947600MaRDI QIDQ3015417
Svetlana Danilenko, H. Pragarauskas
Publication date: 13 July 2011
Published in: Mathematical Modelling and Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3846/13926292.2011.580015
value functioncontrolled diffusion processesBellman principlecontrol policypiecewise constant strategies