𝔖 Bobbio Scriptorium
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Liquid stability and convergence of hyper-netted chain approximation

✍ Scribed by É. A. Arinshtein; B. G. Abrosimov


Book ID
112427549
Publisher
Springer
Year
1972
Tongue
English
Weight
113 KB
Volume
15
Category
Article
ISSN
1573-9228

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Convergence of Markov chain approximatio
✍ Q.S. Song 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 188 KB

This work is concerned with numerical methods for a class of stochastic control optimizations and stochastic differential games. Numerical procedures based on Markov chain approximation techniques are developed in a framework of generalized Hamilton-Jacobi-Bellman equations. Convergence of the algor