Probabilistic error analysis for some approximation schemes to optimal control problems
type: Item
instance of: scholarly article
title: Probabilistic error analysis for some approximation schemes to optimal control problems
zbMATH Open document ID: 1441.93347
author: Athena Picarelli
author: C. Reisinger
published in: Systems \& Control Letters
publication date: 2020-04-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1810.04691
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B70
Mathematics Subject Classification ID: 60J28
zbMATH DE Number: 7191660
zbMATH Keywords: optimal stochastic control
zbMATH Keywords: Markov chain approximation schemes
zbMATH Keywords: error estimates
describes a project that uses: pchip
MaRDI profile type: Publication
OpenAlex ID: W3006595078
arXiv ID: 1810.04691
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DOI: 10.1016/J.SYSCONLE.2019.104619
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description: scientific article