Extending the Bellman equation for MDPs to continuous actions and cont. time in the discounted case.

Emmanuel Rachelson Frédérick Garcia Patrick Fabiani Extending the Bellman equation for MDPs to continuous actions and cont. time in the discounted case. 2008 ISAIM http://isaim2008.unl.edu/PAPERS/TechnicalProgram/ISAIM2008_0029_e5326c1b75d16559f5d9bb14f0d811c0.pdf conf/isaim/2008 db/conf/isaim/isaim2008.html#RachelsonGF08