scientific article; zbMATH DE number 3643179

MaRDI QIDQ3048745zbMATH OpenFDO

Authors Keigo Yamada

Publication date 1978

zbMATH Keywords

dynamic programmingapproximationdiscrete control policiesdiscretizing in timeMarkovian control systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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