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On the Convergence of Inhomogeneous Markov Chains Approximating Equilibrium Placements of Flexible Objects

โœ Scribed by A. Albrecht; S.K. Cheung; K.S. Leung; C.K. Wong


Book ID
110298876
Publisher
Springer US
Year
2001
Tongue
English
Weight
247 KB
Volume
19
Category
Article
ISSN
0926-6003

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Convergence of Markov chain approximatio
โœ Q.S. Song ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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