Discrete Dynamic Programming and Viscosity Solutions of the Bellman Equation

Annales de l'Institut Henri Poincare (C) Analyse Non Lineaire

Volumn 6, Issue , 1989, Pages 161-183

  Dolcetta, I Capuzzo ^a   Falcone, M ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

approximation schemes; Bellman equation; dynamic programming; viscosity solutions

Indexed keywords

VISCOSITY;

APPROXIMATION SCHEME; BELLMAN EQUATIONS; COMPUTATIONAL ALGORITHM; CONTROL PROBLEMS; MONOTONE CONVERGENCE; PRIORI ERROR ESTIMATE; VISCOSITY SOLUTIONS;

DYNAMIC PROGRAMMING;

EID: 84935385503     PISSN: 02941449     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0294-1449(17)30020-3     Document Type: Article

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