scientific article; zbMATH DE number 1014727

MaRDI QIDQ4338419zbMATH OpenFDO

Authors Nico M. van Dijk, Arie Hordijk

Publication date 10 November 1997

Full work available at URL https://eudml.org/doc/28389, http://www.kybernetika.cz/content/1996/1/1

zbMATH Keywords

approximationcontrolled Markov processconvergencedifference methoddynamic programmingLax-Richtmeyer theorem

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

Review text

[Part II, ibid. 32, No. 2, 139-158 (1996), is reviewed below.] The authors prove a convergence theorem for approximation of a continuous-time controlled Markov process by a discrete-time controlled Markov process. The theorem is analogous to the well-known Lax-Richtmeyer theorem which states that a consistent and stable difference method converges.

Cites work

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Cited in

(4)

• scientific article; zbMATH DE number 3876339 (Why is no real title available?)
• scientific article; zbMATH DE number 4032732 (Why is no real title available?)
• scientific article; zbMATH DE number 1014735 (Why is no real title available?)
• Sur l'approximation des réduites. (On the approximation of residues)

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