3 papers
math.OC2026
On Discrete-Time Approximations to Infinite Horizon Differential Games
Javier de Frutos, VÃctor 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…
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.NA2026
Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach
Javier de Frutos, Julia Novo
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 disc…