On the convergence of discrete stochastic decision processes to their continuous analogues--II.

Howard A. Osborn

ResearchPublished 1955

A proof that the continuous versions of large classes of dynamic programming processes are the rigorous limits of the corresponding discrete versions. The discrete versions are not assumed to consist of equally spaced decisions.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1955
  • Pages: 18
  • Document Number: RM-1414

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Osborn, Howard A., On the convergence of discrete stochastic decision processes to their continuous analogues--II. Santa Monica, CA: RAND Corporation, 1955. https://www.rand.org/pubs/research_memoranda/RM1414.html.
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