Discretization of the Bellman equation and the corresponding stochastic control problem

dc.contributor.author	Bensoussan, Alain
dc.date.accessioned	2014-10-30T12:53:20Z
dc.date.available	2014-10-30T12:53:20Z
dc.date.issued	1987
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/14082
dc.language.iso	en	en
dc.subject	Bellman equation	en
dc.subject	Stochastic processes	en
dc.subject.ddc	519	en
dc.title	Discretization of the Bellman equation and the corresponding stochastic control problem	en
dc.type	Communication / Conférence
dc.identifier.citationpages	2251-2254	en
dc.relation.ispartoftitle	26th IEEE Conference on Decision and Control, 1987. Proceedings	en
dc.relation.ispartofpublname	IEEE	en
dc.relation.ispartofdate	1987
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.conftitle	26th IEEE Conference on Decision and Control, 1987	en
dc.relation.confdate	1987-12
dc.relation.confcity	Los Angeles	en
dc.relation.confcountry	États-Unis	en
dc.relation.forthcoming	non	en
dc.identifier.doi	http://dx.doi.org/10.1109/CDC.1987.272942	en

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