Discretization of the Bellman equation and the corresponding stochastic control problem

Author

Bensoussan, A.

Author_Institution

University Paris Dauphine

Volume

fYear

1987

fDate

9-11 Dec. 1987

Firstpage

2251

Lastpage

2254

Keywords

Equations; Stochastic processes; Variable speed drives;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1987. 26th IEEE Conference on

Conference_Location

Los Angeles, California, USA

Type

DOI

10.1109/CDC.1987.272942

Filename

4049707

Link To Document