Mathematics
Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting
V. Gaitsgory, S. Rossomakhine, N. Thatcher
2012Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
Abstract
Abstract is not available.
Citation format
GAITSGORY, V.; ROSSOMAKHINE, S.; THATCHER, N. Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting. Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms, 2012, 19: 65–92.