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Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory.

Authors :
Kleinman, A. J
Kushner, H. J
Publication Year :
1968
Publisher :
United States: NASA Center for Aerospace Information (CASI), 1968.

Abstract

Optimal control problems for Markov chains solved by iterative method, using nonlinear finite difference equations to approximate degenerate elliptic functions

Subjects

Subjects :
Electronics

Details

Language :
English
Database :
NASA Technical Reports
Notes :
NGR-40-002-015, , NSF GK-967, , AF-AFOSR-693-67
Publication Type :
Report
Accession number :
edsnas.19690033974
Document Type :
Report

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