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Convergence of the Optimal Feedback Policies in a. . . (1998)
BibTeX
@MISC{Dupius98convergenceof,
author = {Paul Dupius and W. H. Fleming and P. E. Souganidis and Asymptotic Series},
title = {Convergence of the Optimal Feedback Policies in a. . .},
year = {1998}
}
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Abstract
Introduction to Partial Differential Equations, Princeton University Press, New Jersey, 1976. [18] H. J. Kushner, Probability Methods for Approximations in Stochastic Control and for Elliptic Equations, Academic Press, New York, 1977. [19] H. J. Kushner and P. Dupuis, Numerical Methods for Stochastic Control Problems in Continuous Time, Springer-Verlag, New York, 1992. [20] J. A. Sethian, Level Set Methods: Evolving interfaces in geometry, fluid mechanics, computer vision, and materials science, Cambridge University Press, Cambridge, 1996. References
Keyphrases
optimal feedback policy new york probability method numerical method stochastic control evolving interface new jersey partial differential equation stochastic control problem cambridge university press continuous time computer vision level set method fluid mechanic princeton university press material science elliptic equation academic press
