Some Estimates for Finite Difference Approximations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0327031
Reference36 articles.
1. On the Numerical Approximation of an Optimal Correction Problem
2. On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
3. Approximate solutions of the bellman equation of deterministic control theory
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