scientific article; zbMATH DE number 3908309

zbMATH Open0568.93070MaRDI QIDQ3686602FDOQ3686602

Authors: Francois Delebecque, Claude Gomez, Agnès Sulem, M. Viot, Alain Bensoussan, Maurice Goursat, P. V. Kokotović, Jean-Pierre Quadrat 

Publication date: 1984

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

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zbMATH Keywords

approximationexact solutionexpert systemmethods for solving stochastic control problems

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Finite difference methods for boundary value problems involving PDEs (65N06) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimal stochastic control (93E20) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Cited In (3)

• Variational approaches and other contributions in stochastic optimization.
• Computational aspects in applied stochastic control
• Numerical methods of successive elimination and optimization in stochastic optimal control

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