A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (Q5266528): Difference between revisions

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Property / author: Aristotle Arapostathis / rank
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Property / cites work: A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions / rank
 
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Property / cites work: Ergodic Control of Diffusion Processes / rank
 
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Property / cites work: Q5653395 / rank
 
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Property / cites work: Large time asymptotic problems for optimal stochastic control with superlinear cost / rank
 
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Property / cites work: Semidynamical systems in infinite dimensional spaces / rank
 
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Latest revision as of 11:03, 30 July 2024

scientific article; zbMATH DE number 6726203
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English
A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions''
scientific article; zbMATH DE number 6726203

    Statements

    A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (English)
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    7 June 2017
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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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