An optimal one-way multigrid algorithm for discrete-time stochastic control (Q3981753): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q197785 |
||
| Property / author | |||
| Property / author: Q162833 / rank | |||
Revision as of 14:54, 10 February 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
