Discretization of the Bellman equation and the corresponding stochastic control problem
Bensoussan, Alain (1987), Discretization of the Bellman equation and the corresponding stochastic control problem, 26th IEEE Conference on Decision and Control, 1987. Proceedings, IEEE, p. 2251-2254. http://dx.doi.org/10.1109/CDC.1987.272942
Type
Communication / ConférenceDate
1987Conference title
26th IEEE Conference on Decision and Control, 1987Conference date
1987-12Conference city
Los AngelesConference country
États-UnisBook title
26th IEEE Conference on Decision and Control, 1987. ProceedingsPublisher
IEEE
Pages
2251-2254
Publication identifier
Metadata
Show full item recordAuthor(s)
Bensoussan, AlainSubjects / Keywords
Bellman equation; Stochastic processesRelated items
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