Pages that link to "Item:Q2999410"
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The following pages link to On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410):
Displaying 9 items.
- Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (Q686133) (← links)
- Approximate solutions of the Bellman equation of deterministic control theory (Q802134) (← links)
- Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
- An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
- (Q4727743) (← links)