Approximation of infinite-dimensional linear programming problems which arise in stochastic control

SIAM Journal on Control and Optimization

Volumn 36, Issue 4, 1998, Pages 1448-1472

  Mendiondo, Marta Susana ^a   Stockbridge, Richard H ^a  

^a UNIVERSITY OF KENTUCKY   (United States)

Author keywords

Discounted criterion; Linear programming; Long term average criterion; Numerical approximation; Stochastic control

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; LINEAR PROGRAMMING; PROBLEM SOLVING;

DISCOUNTED CRITERION; LONG TERM AVERAGE CRITERION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032122808     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012996313367     Document Type: Article

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