On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
- 1 June 1983
- journal article
- research article
- Published by Springer Nature in Applied Mathematics & Optimization
- Vol. 10 (1) , 367-377
- https://doi.org/10.1007/bf01448394
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Le problème de temps d'Arrêt optimal déterministe et l'inéquation variationnelle du premier ordre associéeApplied Mathematics & Optimization, 1982
- On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous timeNumerical Functional Analysis and Optimization, 1981
- On solving certain nonlinear partial differential equations by accretive operator methodsIsrael Journal of Mathematics, 1980
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975