Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130): Difference between revisions
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Latest revision as of 10:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weakly Chained Matrices, Policy Iteration, and Impulse Control |
scientific article |
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Weakly Chained Matrices, Policy Iteration, and Impulse Control (English)
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10 May 2016
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Hamilton-Jacobi-Bellman equation
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combined stochastic and impulse control
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policy iteration
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weakly chained diagonally dominant matrix
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optimal exchange rate
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optimal consumption
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quasi-variational inequalities
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semi-Lagrangian discretization
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convergence
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