Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521)
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scientific article; zbMATH DE number 4103841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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