Probabilistic error analysis for some approximation schemes to optimal control problems

DOI10.1016/j.sysconle.2019.104619zbMath1441.93347arXiv1810.04691OpenAlexW3006595078MaRDI QIDQ2173064

Athena Picarelli, Christoph Reisinger

Publication date: 22 April 2020

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04691

zbMATH Keywords

error estimatesoptimal stochastic controlMarkov chain approximation schemes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of continuous-time Markov processes on discrete state spaces (60J28) Networked control (93B70)

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Uses Software

• pchip

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