On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (Q1068354)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming |
scientific article; zbMATH DE number 3931871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming |
scientific article; zbMATH DE number 3931871 |
Statements
On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (English)
0 references
1983
0 references
Hamilton-Jacobi-Bellman equation
0 references
infinite-horizon optimal control problem with discount
0 references
approximate solutions
0 references
viscosity solution
0 references
minimizing sequence
0 references
0 references
0 references