Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521)

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scientific article; zbMATH DE number 4103841
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Discrete dynamic programming and viscosity solutions of the Bellman equation
scientific article; zbMATH DE number 4103841

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    Discrete dynamic programming and viscosity solutions of the Bellman equation (English)
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    1989
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    approximation schemes
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    viscosity solution
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    Bellman equation
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    dynamic programming
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    monotone convergence
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