scientific article

zbMath0713.60075MaRDI QIDQ3198646

José Luis Menaldi

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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) Stochastic analysis (60H99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Discrete dynamic programming and viscosity solutions of the Bellman equation

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