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math.OC2026
Optimal bounds for numerical approximations of finite horizon problems based on dynamic programming approach
Javier de Frutos, Julia Novo
In this paper we provide optimal bounds for fully discrete approximations to finite horizon problems via dynamic programming. We adapt the error analysis in \cite{nos} for the infi…
math.OC2021
On Discrete-Time Approximations to Infinite Horizon Differential Games
Javier de Frutos, Víctor Gatón, Julia Novo
In this paper we study a discrete-time semidiscretization and a fully discretization (discrete-time, discrete-state) of an infinite time horizon noncooperative -player different…