Discrete dynamic programming and viscosity solutions of the Bellman equation

I. Capuzzo Dolcetta; M. Falcone

Annales de l'I.H.P. Analyse non linéaire (1989)

  • Volume: S6, page 161-183
  • ISSN: 0294-1449

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Capuzzo Dolcetta, I., and Falcone, M.. "Discrete dynamic programming and viscosity solutions of the Bellman equation." Annales de l'I.H.P. Analyse non linéaire S6 (1989): 161-183. <http://eudml.org/doc/78193>.

@article{CapuzzoDolcetta1989,
author = {Capuzzo Dolcetta, I., Falcone, M.},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {approximation schemes; viscosity solution; Bellman equation; dynamic programming; monotone convergence},
language = {eng},
pages = {161-183},
publisher = {Gauthier-Villars},
title = {Discrete dynamic programming and viscosity solutions of the Bellman equation},
url = {http://eudml.org/doc/78193},
volume = {S6},
year = {1989},
}

TY - JOUR
AU - Capuzzo Dolcetta, I.
AU - Falcone, M.
TI - Discrete dynamic programming and viscosity solutions of the Bellman equation
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1989
PB - Gauthier-Villars
VL - S6
SP - 161
EP - 183
LA - eng
KW - approximation schemes; viscosity solution; Bellman equation; dynamic programming; monotone convergence
UR - http://eudml.org/doc/78193
ER -

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Citations in EuDML Documents

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  1. Fabio Camilli, Maurizio Falcone, Approximation of control problems involving ordinary and impulsive controls
  2. Fabio Camilli, Maurizio Falcone, Approximation of control problems involving ordinary and impulsive controls
  3. Silvia C. Di Marco, Roberto L. V. González, Minimax optimal control problems. Numerical analysis of the finite horizon case
  4. Lars Grüne, Discrete feedback stabilization of semilinear control systems
  5. Fabio Camilli, Maurizio Falcone, An approximation scheme for the optimal control of diffusion processes

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