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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 / Conférence
Date
1985
Conference title
24th IEEE Conference on Decision and Control
Conference date
1985-12
Conference city
Fort Lauderdale
Conference country
États-Unis
Book title
24th IEEE Conference on Decision and Control, 1985. Proceedings
Publisher
IEEE
Pages
1333-1336
Publication identifier
Metadata
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Author(s)
Bensoussan, Alain
Subjects / Keywords
Bellman equation