Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control (Q4210464)
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scientific article; zbMATH DE number 1201415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control |
scientific article; zbMATH DE number 1201415 |
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Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control (English)
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21 September 1998
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linear programming
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stochastic control
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numerical approximation
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long-term average criterion
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discounted criterion
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infinite-dimensional linear programming
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