Approximations, existence, and numerical procedures for optimal stochastic controls
type: Item
instance of: scholarly article
title: Approximations, existence, and numerical procedures for optimal stochastic controls
zbMATH Open document ID: 0285.93037
DOI: 10.1016/0022-247X(74)90052-3
published in: Journal of Mathematical Analysis and Applications
publication date: 1974-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 35R99
Mathematics Subject Classification ID: 35J60
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 65D99
Mathematics Subject Classification ID: 65N06
zbMATH DE Number: 3448452
author: Harold J. Kushner
author: Chen-Fu. Yu
MaRDI profile type: Publication
cites work: Probability limit theorems and the convergence of finite difference approximations of partial differential equations
cites work: Q5560061
cites work: The existence of optimal controls
cites work: On Filippov's Implicit Functions Lemma
cites work: Existence of Optimal Stochastic Control Laws
cites work: Weak Solutions of a Partial Differential Equation of Dynamic Programming
cites work: Q3239624
cites work: Mathematical programming and the control of Markov chains†
full work available at URL: 0022-247x(74)90052-3
OpenAlex ID: W2074212393
description: scientific article; zbMATH DE number 3448452