Approximate solutions of the bellman equation of deterministic control theory

Applied Mathematics & Optimization

Volumn 11, Issue 1, 1984, Pages 161-181

  Dolcetta, I Capuzzo ^a   Ishii, H ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b CHUO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250115257     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/BF01442176     Document Type: Article

References (25)

1. On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
2. On the dynamic programming inequalities associated with the optimal stopping problem in discrete and continuous time
3. Viscosity solutions of Hamilton-Jacobi equations
4. Discrete approximations to continuous optimal control problems
5. An explicit procedure for discretizing continuous optimal control problems
6. The continuous dependence of generalized solutions of nonlinear partial differential equations upon initial data
7. Necessary and sufficient optimality conditions in the form of Bellman's equation
8. Generalized solutions of Hamilton-Jacobi equations of eikonal type
9. On convergence of finite difference approximation to optimal control problems for systems with control appearing linearly
10. Compensated compactness and applications to partial differential equations