Policy Iteration Algorithm for Singular Controlled Diffusion Processes (Q2873856): Difference between revisions
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Revision as of 20:28, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Policy Iteration Algorithm for Singular Controlled Diffusion Processes |
scientific article |
Statements
Policy Iteration Algorithm for Singular Controlled Diffusion Processes (English)
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27 January 2014
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perturbation analysis
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Markov decision process
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policy iteration algorithm
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stochastic optimal control
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singular diffusion processes
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