An optimal one-way multigrid algorithm for discrete-time stochastic control (Q3981753): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q197785 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: John N. Tsitsiklis / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1109/9.133184 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2146290970 / rank | |||
Normal rank | |||
Latest revision as of 23:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal one-way multigrid algorithm for discrete-time stochastic control |
scientific article |
Statements
An optimal one-way multigrid algorithm for discrete-time stochastic control (English)
0 references
26 June 1992
0 references
numerical solution
0 references
infinite-horizon discounted stochastic control problems
0 references
successive approximation algorithm
0 references
