Approximations, existence, and numerical procedures for optimal stochastic controls
- 1 March 1974
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 45 (3) , 563-587
- https://doi.org/10.1016/0022-247x(74)90052-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Existence of Optimal Stochastic Control LawsSIAM Journal on Control, 1971
- Mathematical programming and the control of Markov chains†International Journal of Control, 1971
- Probability limit theorems and the convergence of finite difference approximations of partial differential equationsJournal of Mathematical Analysis and Applications, 1970
- The existence of optimal controls.The Michigan Mathematical Journal, 1962
- Limit Theorems for Stochastic ProcessesTheory of Probability and Its Applications, 1956