Approximate solutions of the Bellman equation of deterministic control theory

DOI10.1007/BF01442176zbMath0553.49024OpenAlexW2088807940MaRDI QIDQ802134

Italo Capuzzo-Dolcetta, Hitoshi Ishii

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442176

zbMATH Keywords

viscosity solution convergence rate infinite horizon discounted optimal control problem time discretized approximation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Generalized solutions to partial differential equations (35D99)

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Cites Work