Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221)
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scientific article; zbMATH DE number 5345686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay |
scientific article; zbMATH DE number 5345686 |
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Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (English)
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22 September 2008
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stochastic differential equation
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functional differential equation
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delay
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time lag
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finite differences
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time discretisation
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error bound
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convergence
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semi-discretisation
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stochastic optimal control
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