TY  - JOUR 
AU  - Frutos Baraja, Francisco Javier de
AU  - Novo, Julia
PY  - 2023
SN  - 0363-0129
UR  - https://uvadoc.uva.es/handle/10324/63850
AB  - In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach.
It is well known that considering a time discretization with a positive step size $h$ an error bound of size $h$...
LA  - spa
PB  - SIAM
KW  - Matemáticas
KW  - Análisis Numérico
KW  - Dynamic programming
KW  - Hamilton-Jacobi-Bellman equation
KW  - optimal control
KW  - error analysis
TI  - Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach
DO  - 10.1137/21M1459290
ER  -