A probabilistic approach to the limit problem for the Bellman equation with highly oscillatory coefficients
Bensoussan, Alain (1985), A probabilistic approach to the limit problem for the Bellman equation with highly oscillatory coefficients, 24th IEEE Conference on Decision and Control, 1985. Proceedings, IEEE, p. 1333-1336. http://dx.doi.org/10.1109/CDC.1985.268724
Type
Communication / ConférenceDate
1985Conference title
24th IEEE Conference on Decision and ControlConference date
1985-12Conference city
Fort LauderdaleConference country
États-UnisBook title
24th IEEE Conference on Decision and Control, 1985. ProceedingsPublisher
IEEE
Pages
1333-1336
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Metadata
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Bensoussan, AlainSubjects / Keywords
Bellman equationRelated items
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