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Finite chain approximation for a continuous stochastic control problem - MaRDI portal

Finite chain approximation for a continuous stochastic control problem (Q3927170)

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Finite chain approximation for a continuous stochastic control problem
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    Finite chain approximation for a continuous stochastic control problem (English)
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    1981
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    finite chain approximation
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    continuous stochastic control problem
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    feedback policies
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    finitely switched (FS) policies
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    one-dimensional nonlinear stochastic system
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    finite state Markov system
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    Markov programming methods
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