Reduction of dimensionality by approximation techniques: Diffusion processes

DOI10.1016/0022-247X(72)90113-8zbMath0234.65066MaRDI QIDQ2551679

Art Lew

Publication date: 1972

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming (90C39)

Related Items (1)

Stability, prediction-correction, and dynamic programming

Cites Work

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• On the reduction of dimensionality for classes of dynamic programming processes
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• A new type of approximation leading to reduction of dimensionality in control processes

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