A probabilistic approach to the limit problem for the Bellman equation with highly oscillatory coefficients

Author

Bensoussan, A.

Author_Institution

University of Paris Dauphine, Paris, France

fYear

1985

fDate

11-13 Dec. 1985

Firstpage

1333

Lastpage

1336

Keywords

Equations;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1985 24th IEEE Conference on

Conference_Location

Fort Lauderdale, FL, USA

Type

DOI

10.1109/CDC.1985.268724

Filename

4048524

Link To Document