ON THE CONVERGENCE OF THE DISCRETE TIME DYNAMIC PROGRAMMINGEQUATION FOR GENERAL SEMIGROUPS.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 722-746 |
| Journal / Publication | SIAM J CONTROL OPTIM |
| Volume | V 20 |
| Issue number | N 5 |
| Publication status | Published - Sept 1982 |
| Externally published | Yes |
Link(s)
Abstract
SEVERAL CLASSES OF CONTROL PROBLEMS FOR MARKOV PROCESSES (CONTINUOUS CONTROL, OPTIMAL STOPPING, IMPULSE CONTROL ARE CONSIDERED. THE FORMULATION USED IS VALID FOR GENERAL MARKOV SEMIGROUPS. THE DISCRETE TIME APPROXIMATION OF THE DYNAMIC PROGRAMMING EQUATION IS STUDIED USING MAINLY AN ANALYTICAL APPROACH. PROBABLISTIC INTERPRETATION IS GIVEN FOR SOME OF THE RESULTS.
Citation Format(s)
ON THE CONVERGENCE OF THE DISCRETE TIME DYNAMIC PROGRAMMINGEQUATION FOR GENERAL SEMIGROUPS. / BENSOUSSAN, A.; ROBIN, M.
In: SIAM J CONTROL OPTIM, Vol. V 20, No. N 5, 09.1982, p. 722-746.
In: SIAM J CONTROL OPTIM, Vol. V 20, No. N 5, 09.1982, p. 722-746.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
