scientific article; zbMATH DE number 4170669

MaRDI QIDQ3496171zbMATH OpenFDO

Authors Jean-Pierre Quadrat

Publication date 1990

zbMATH Keywords

asymptotic theoremscentral limit theoremconvergence of the value functionFenchel transformFourier transformiterated convolutions of probability lawslaw of large numbersquadratic form

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Central limit and other weak theorems (60F05) Dynamic programming (90C39)

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(8)

• Asymptotic properties in dynamic programming
• Spectral theorem for convex monotone homogeneous maps, and ergodic control
• Asymptotic properties of optimal trajectories in dynamic programming
• Chain differentials with an application to the mathematical fear operator
• A Separation Theorem for Expected Value and Feared Value Discrete Time Control
• Densities of idempotent measures and large deviations
• scientific article; zbMATH DE number 744071 (Why is no real title available?)
• Functional equations in the theory of dynamic programming. XI: Limit theorems

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