Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
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Publication:4243582
DOI10.1137/S0036142997323521zbMath0933.65073OpenAlexW2154018969MaRDI QIDQ4243582
Publication date: 19 May 1999
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142997323521
convergenceweak convergencerobust controlcomputer visioncalculus of variationslarge deviationsfinite difference approximationrobust filteringdeterministic optimal controlMarkov chain approximation
Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical analysis or methods applied to Markov chains (65C40) Large deviations (60F10) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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