A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions (Q3143241): Difference between revisions
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Latest revision as of 15:21, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions |
scientific article |
Statements
A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions (English)
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29 November 2012
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controlled diffusions
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ergodic control
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Hamilton-Jacobi-Bellman equation
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relative value iteration
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monotone dynamical systems
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reverse martingales
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