On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming-Reference-Cited by-同舟云学术

On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming

Published:1983-06 Issue:1 Volume:10 Page:367-377
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Dolcetta I. Capuzzo

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01448394.pdf

Reference13 articles.

1. Bertsekas DP, Shreve SE (1978) Stochastic optimal control: The discrete time case. Academic Press, New York

2. Capuzzo Dolcetta I, Evans LC (to appear) Optimal switching for ordinary differential equations. SIAM J Control

3. Capuzzo Dolcetta I, Matzeu M (1981) On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time. Num Funct Anal Optim 3:425?450

4. Capuzzo Dolcetta I, Matzeu M, Menaldi JL (to appear) On a system of first order quasi-variational inequalities connected with the optimal switching problem. Systems and Control Letters

5. Crandall MG, Evans LC, Lions PL (to appear) Some properties of the viscosity solutions of Hamilton-Jacobi equations. Trans Amer Math Soc

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