On the convergence of policy iteration for controlled diffusions (Q1133515): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of policy iteration for controlled diffusions |
scientific article |
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On the convergence of policy iteration for controlled diffusions (English)
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1981
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stochastic control theory
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diffusion processes
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policy iteration
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Newton's method
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convergence rates
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