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O. Hernndez-Lerma
Information about the author O. Hernndez-Lerma will soon be added to the site.
Found
3 papers
in total
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Convergence of the optimal values of constrained Markov control processes
2002
We consider a sequence of discounted cost, constrained Markov control processes (CCPs)...
Constrained Markov control processes in Borel spaces: The discounted case
2000
We consider constrained discounted-cost Markov control processes in Borel spaces, with...
Numerical aspects of monotone approximations in convex stochastic control problems
1995
The paper concerns a numerical study of the performance of an approximate algorithm...
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