Finite chain approximation for a continuous stochastic control problem (Q3927170)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite chain approximation for a continuous stochastic control problem |
scientific article |
Statements
Finite chain approximation for a continuous stochastic control problem (English)
0 references
1981
0 references
finite chain approximation
0 references
continuous stochastic control problem
0 references
feedback policies
0 references
finitely switched (FS) policies
0 references
one-dimensional nonlinear stochastic system
0 references
finite state Markov system
0 references
Markov programming methods
0 references