On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations (Q1993654)
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scientific article; zbMATH DE number 6973290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 6973290 |
Statements
On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations (English)
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5 November 2018
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discrete Hamilton-Jacobi-Bellman equation
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Hamilton-Jacobi-Bellman variational inequality
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viscosity solution
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singular stochastic control problem
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