On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation-Reference-Cited by-同舟云学术

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On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation

Published:1988-04 Issue:1 Volume:28 Page:141-157
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

van Dijk Nico M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. Optimal control of jump processes;Boel;SIAM J. Control and Optimization,1977

2. Controlled Markov processes: Time-discretization;Van Dijk;CWI Tract 11,1984

3. Controlled Stochastic Processes;Gihman,1979

4. Controlled Markov processes: Time-discretization;Hordijk,1984

5. Discretization and weak convergence in Markov decision drift processes;Hordijk;Math. of Oper. Res.,1984

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