On the convergence of policy iteration for controlled diffusions (Q1133515): Difference between revisions

@@ Property / author @@
+Martin L. Puterman
@@ Property / author: Martin L. Puterman / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q5336758
@@ Property / cites work: Q5336758 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes with reflection
+Normal rank
@@ Property / cites work @@
+An Approximation Method in Optimal Stochastic Control
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@@ Property / cites work @@
+On the Convergence of Policy Iteration in Stationary Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5570526
@@ Property / cites work: Q5570526 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00935182
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@@ Property / OpenAlex ID @@
+W2005728609
@@ Property / OpenAlex ID: W2005728609 / rank @@
+Normal rank