A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (Q5266528): Difference between revisions
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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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Property / full work available at URL: https://doi.org/10.1137/16m110650x / rank | |||
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Latest revision as of 11:03, 30 July 2024
scientific article; zbMATH DE number 6726203
Language | Label | Description | Also known as |
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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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