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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topCapuzzo 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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- Silvia C. Di Marco, Roberto L. V. González, Minimax optimal control problems. Numerical analysis of the finite horizon case
- Lars Grüne, Discrete feedback stabilization of semilinear control systems
- Fabio Camilli, Maurizio Falcone, An approximation scheme for the optimal control of diffusion processes
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