scientific article; zbMATH DE number 431585

MaRDI QIDQ3138359zbMATH OpenFDO

Authors Teddor Havârneanu

Publication date 20 December 1993

zbMATH Keywords

approximationBellman partial differential equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Cited in

(5)

• On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
• Stochastic Optimal Control in Infinite Dimension
• On the convergence of an approximation scheme for the viscosity solutions of the Bellman equation arising in a stochastic optimal control problem
• The infinite horizon dynamic optimization problem revisited: A simple method to determine equilibrium states
• Some new mathematical methods in dynamic programming over infinite horizon

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