legitimate
发表于 2025-3-26 21:07:31
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Urologist
发表于 2025-3-27 01:54:54
The Viscosity Solution Approach to Proving Convergence of Numerical Schemes,imal control problems. The approach to proving the convergence has been based on demonstrating the convergence of a sequence of controlled Markov chains to a controlled process (diffusion, jump diffusion, etc.) appropriate to the given stochastic or deterministic optimal control problem.
manifestation
发表于 2025-3-27 08:17:59
Springer-Verlag New York, Inc. 1992
松紧带
发表于 2025-3-27 09:52:24
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同位素
发表于 2025-3-27 16:53:57
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/n/image/669094.jpg
Muffle
发表于 2025-3-27 17:58:18
https://doi.org/10.1007/978-1-4684-0441-8Markov chain; Variation; algorithms; numerical analysis; stochastic processes
是限制
发表于 2025-3-27 23:34:25
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outrage
发表于 2025-3-28 05:58:32
Problems from the Calculus of Variations,A large class of deterministic optimal control problems are special cases of the stochastic optimal control problems considered previously. This is true both with respect to the construction of schemes as well as the proofs of convergence. In fact, the convergence proofs become much simpler in the deterministic setting.
amputation
发表于 2025-3-28 09:53:23
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BABY
发表于 2025-3-28 12:44:01
Controlled Markov Chains,ase, where there is no control or where the control is fixed, is dealt with in Section 2.1, and the recursive equations satisfied by the cost functionals are obtained. A similar method is used to get the recursive equations for the optimal value functions for the controlled problems. The optimal sto