Time-discretization for controlled Markov processes. I. General approximation results
Nico M. van Dijk; Arie Hordijk
Kybernetika (1996)
- Volume: 32, Issue: 1, page 1-16
- ISSN: 0023-5954
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topDijk, Nico M. van, and Hordijk, Arie. "Time-discretization for controlled Markov processes. I. General approximation results." Kybernetika 32.1 (1996): 1-16. <http://eudml.org/doc/28389>.
@article{Dijk1996,
author = {Dijk, Nico M. van, Hordijk, Arie},
journal = {Kybernetika},
keywords = {dynamic programming; convergence; approximation; controlled Markov process; Lax-Richtmeyer theorem; difference method},
language = {eng},
number = {1},
pages = {1-16},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Time-discretization for controlled Markov processes. I. General approximation results},
url = {http://eudml.org/doc/28389},
volume = {32},
year = {1996},
}
TY - JOUR
AU - Dijk, Nico M. van
AU - Hordijk, Arie
TI - Time-discretization for controlled Markov processes. I. General approximation results
JO - Kybernetika
PY - 1996
PB - Institute of Information Theory and Automation AS CR
VL - 32
IS - 1
SP - 1
EP - 16
LA - eng
KW - dynamic programming; convergence; approximation; controlled Markov process; Lax-Richtmeyer theorem; difference method
UR - http://eudml.org/doc/28389
ER -
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