scientific article; zbMATH DE number 4174062

zbMATH Open0713.60075MaRDI QIDQ3198646FDOQ3198646

José-Luis Menaldi

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

finite difference approximationHamilton-Jacobi-Bellman (HJB) equationconvergence of the discrete optimal costoptimal control of Markov chain

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Probabilistic methods, stochastic differential equations (65C99) Stochastic analysis (60H99)

Cited In (4)

• Discrete dynamic programming and viscosity solutions of the Bellman equation
• Some Estimates for Finite Difference Approximations
• Corrections to Probabilistic analysis of numerical methods for integral equations
• Confidence intervals for finite difference solutions

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