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Finite-difference method in a stochastic problem of optimal control

✍ Scribed by L. G. Bazhenov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation of an optimal control prob

✍ A.A. Levikov 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 686 KB

Accuracy of the finite difference method

✍ Roberta Santoro; Isaac Elishakoff 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 187 KB

Application of the finite element method

✍ J. Nakamichi; K. Washizu 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 580 KB

Solution of linear optimal control probl

✍ H.R. Marzban; S.M. Hoseini 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 435 KB

Synthesis of optimal guaranteed control

✍ N.V. Mel'nikova; A.M. Taras'yev 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 822 KB

Asymptotic behavior of the Bellman funct

✍ A.I. Ovseevich 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 415 KB