scientific article; zbMATH DE number 431585
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Publication:3138359
zbMATH Open0795.49021MaRDI QIDQ3138359FDOQ3138359
Authors: Teddor Havârneanu
Publication date: 20 December 1993
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- 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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